I run 'em down and pounce on 'em; you've got to be a bloody acrobat though. Perhaps my technique is somewhat unrefined. I've only ever seen lizards in Florida and only managed to catch a few anoles and a racerunner (+ geckos but they're not too quick). Perhaps a net would be a little less strenuous.
Edit: Green anoles in Manitoba? And in November? You must be quite the field herper! That or were talking about captivity in which case I hope don't find yourself sprinting to catch them.