these little lizards can get in very small openings...pencil sized holes...you will need to start looking a little closer
This similar discussion may give you some more insight: http://www.hometalk.com/activity/85078
To find a lizard you must think like one. They like protection, so overhangs are a great spot for them to hang around. Such as under the bottom edge of the siding. Quite often there are holes that you cannot see without the aid of a mirror. Your local auto store and most big box stores sell mirrors on an extension handles. These nifty devices will allow you to check right near the ground where most of the holes always ends up.
Be sure to seal up around all pipes coming into the house. Check around all the vents on the roof and the eaves also.