DO NOT try to open your eyes from your dream.
It's kind of funny you mention that because forcing my eyes open during a nightmare is what I do to get out of nightmares. =p While I almost never lucid dream, when I have an unpleasant dream and decide it's too much, I'm always able to force my eyes open while taking a deep breath in, which always makes me conscious again. Sometimes takes a couple tries, but it works. This one time it didn't wake me up the first time, it took me a bit to realize that I was still dreaming and that I should try again (I don't remember the details, just remember that the dream was still unpleasant and wanted a reset).
As for when I'm lucid dreaming, the moment I become too aware of my body outside of the dream, I wake up.
As for horrible nightmares, I remember one time when (in my dream) my right hand got shot and I felt an intense burning sensation. When I looked at it, the middle and ring fingers were fused/melted together. I decided within a few minutes of that to force myself awake (I think it happened that I was sleeping on my hand or arm strangely and those two fingers fell asleep).
Also, in another dream/nightmare, I was being chased by a floating water monster (kinda looked like a balloon animal), but I couldn't move my legs well for some reason (a common theme in many of my dreams, actually). Eventually it managed to touch me with one of its appendages and I got sucked inside of it and started to drown. I felt an intense pressure and burning in my lungs until I realized I could breathe, with difficulty at first, but it actually wasn't bad enough to make me want to force myself awake.
I also remember a dream/nightmare where I considered forcing myself to wake up and decided, nah, it's not bad enough. Falling asleep can be difficult for me, wasn't worth the hassle. Might have been that water monster dream.