They harbor bacteria. It is impossible to generalize the temperature requirements of different lizards. Iguanas, for instance, like to bask in temperatures in the area of 95, but should always be able to get away from the light. Other lizards, such as desert lizards, can endure low night-time temperatures. Always have a thermometer in the cage to monitor temperature.
Anoles eat crickets.
Iguanas eat vegetables and fruits. Iceberg lettuce is not sufficient. If you offer lettuce, use romaine. There are some very good web sites that give nutritional values for all foods recommended, but it gets very complicated. Make sure that you get both a Calcium and Vitamin supplement.