For me it's just how my body feels. In a dream everything is lighter and moving my body quickly however I want is easy. I like to do things like run on all fours or hop really far.
I usually just plug my nose and breathe or look at my hands. I never really did the sticking-your-finger-through-your-hand one, the idea gives me the creeps lol
Some personal ones that I just realized I do sometimes: I'll put something on the palm of my hand and try to make it levitate. Another one is I'll push my hand or fingers into a wall or window, in a dream it usually deforms like I'm pushing into clay or something.
I do the same reality checks as you mentioned. I also have a coin were I wrote "Are you dreaming" and when I feel the coin I do all the checks that I know
looking at my hands, looking into mirrors, trying to read words, or just flying around a bit
