Every once in a while (not so much nowadays) we'd find a snake and keep it for a few weeks, feeding it crickets and stuff. We've found a tiny green snake (this thing wasn't much bigger than a large earthworm), a small ringneck (about twice as big, still very small), many garter snakes, a milk snake, and a few others. We used to have anoles (my little sisters loved playing with them), but after a while they began dying. One died because of an obstruction in its intestines.
My mom paid something like $85 for a baby bearded dragon. They grow to be about as big as an iguana, but this one was only about four inches long including its tail. It was really cute, and fun to watch and hold. But just a few weeks after buying it, it died. We should have gotten a warranty with the thing.
One time, when we were at the cincinnati zoo, there was this brick wall with dozens of lizards darting in and out. We caught one and put it in an empty water bottle and brought it home. It was really colorful and cool-looking. It lived for a month or so, but then, if I remember correctly, it got out of the cage and we found its corpse later (it was really fast).
We also found a lizard that there are lots of in the woods of centeral Indiana. They look similar to bearded dragons. We cought a few and kept them for a while and after a few months let them go.