Well chopping ones fingers is rather risky. But other methods you pointed out were good. I would also add:
Look at a second indicator on a clock. Check whether it progresses well.
Try to look closer at something to see more and more details (are the details expected, are they stable in time).
Try to influence the environment just by wanting it to change. If it is a dream you likely can do it. E.g. add or remove an object from a scene just by willing it.
Check whether physics laws hold in general. E.g. jump up and will yourself to fly, if you can fly then it is a dream.
The last two points are the biggest fun. Although my problem is that the more I bend a dream to my will the more quickly I wake up. The fun level seems to be inversely proportional to the amount of time the fun lasts :-(