Don't buy from chain pet stores... generally lesser quality than breeders. I would suggest buying/adopting from a shelter such as here (doesn't look like they have any leopard geckos though)...
http://www.reptilerescuerichmond.org/special.htm
...or buy from a breeder. check out this local reptile forum (quite a few breeders and reputable sponsor vendors here)...
http://dasnakes.com/bcrc/
Leopard geckos are great first choices if you're okay with keeping live crickets all the time. I'm lizard sitting for my brother and personally, i find the crickets to be the most annoying bit. I know they're not for everyone, but have you considered a snake? A cornsnake eats thawed frozen mice (a lot easier to keep than live food obviously) and is very undemanding yet very beautiful and rewarding as a pet. I got a hatchling cornsnake from a breeder on the above forum...
http://www.rrrcorns.com/index.htm