I've kept both. They both have pros and cons.
Lizards: more interesting, but they require much more specialized and expensive care and food (not to mention specialty vetting) than rats. They also live much longer depending on what you get. And of course, also depending on what you get, you may need to size up on the terrarium as they get bigger.
Rats: prone to cancer, but very intelligent and trainable. Rats are actually very clean animals, despite what people usually think about them.
I'd get a pair of guinea pigs instead. ;)