I'm with Devon here, avoid conifers. Even though some are safe, there are so many other suitable branches from deciduous trees it's not worth the risk.
If you can find oak, you'll have a branch that will last 'forever' though it's a bit heavy. Maple works great. I have 2 maples on my lot that I constantly raid for branches (lucky for them at 60+ feet tall they have enough to survive my savage attacks with the saw)
My anoles used to eat mealworm beetles and didn't seem to have problems with them. Mind you I didn't purposefully feed them the beetles - they were from mealworms that morphed in the soil after the anoles dropped them for whatever reason. That's another thing to consider - do you want to use substrate such as soil? I did, about 4 inches worth and put the plants in there to root. It worked out great, the females dug around the plant roots to lay their eggs. The one drawback is that uneaten crickets laid their eggs in there too, but then I had a good supply of pinheads for the baby anoles.