Have fun watching lizards lounging in the sun, doing pushups, and catching bugs. Building a lizard home in your backyard can not only be fun, but it helps create a healthy ecosystem. The lizards help keep insects and slugs in check. 
Find a sunny and dry area.
Nearby tall grasses or other natural hiding spots are a plus.
Stack loose materials with plenty of cracks and holes.
Lizards prefer hole sizes in the 1/4"-3/4" range. 
Tip: Smear a bit of yogurt or milk onto your new shelter, and you may have some lichen or moss growing in a few weeks. 
Here's a great video of the process from Gardening Australia: