The only lizards I remember catching were stump toed geckos and anoles in Hawaii when I was very little.. Geckos are impossible to catch without a net in my honest opinion...
Anoles are extremely easy to catch. They ARE fast, but they tend to like to hang out under house supports... their tails look like vines on the side you can see, but they're actually on the other side. The trick is to be very gentle when pulling them out...you can rip off their tail... the best way to do it is scare them out by putting your hand in front of where their face might be...they'll double back, and at that moment, you can use your thumb and forefinger to grab them around their "waist". Of course, I was bitten each time, but it didn't hurt them!
That's all that matters, right?
Best way to catch a lizard is through distraction and carefully planned, calm movements. If you dash at them, you'll never catch one, especially head-on.
But I personally would catch lizards to look at them and release them...not to keep them as pets. If they've lived long enough to reach adulthood in the wild, then they deserve to stay out there. I would go to a convention or an exotic species website to purchase a lizard. ;)