-I am just curious what else do I need?
I can't think of anything but a hydrometer, a couple thermometers, and the snake 
-I have a 125 gallon tank, but it does not fit in my house (moving next summer)... (well, the tank won't go up the stairs... too heavy.) So will the 33 gallon tank be big enough? And how long can he/she stay in the tank.
I was always told that the length and width of the tank together should be around the length of the snake. Your 33 (I'm guessing it's one of those long ones) should be good for quite a while (2 years or so, unless I'm horribly mistaken as to how fast BP's grow).
-Should I have a moist hide in the tank?
If you've got the space to do it, sure. More possibilities can't hurt. If it's easier, just keep the whole thing pretty humid (60% give or take).
-Is there any threat to either my gecko or my snake by keeping them in the same room? (not together of course).
Not sure, but I don't think so. I'd let someone that actually likes lizards answer that one.
-What substrate do you recommend?
I'm a fan of repti-bark/coconut bark/etc. for my snakes that want humidity. They hold moisture really well, and if you don't mind it being slightly more expensive to clean it a lot (they get moldy really well too), it works well. Aspen is hard to keep humid without getting... gross, IMO. Paper towels and newspaper and turf all work well, but it just looks too bare-bones to me. I mean, at least give the little dude something decent to crawl on, you know? :-P Seriously though: aspen, bark, paper, and turf are all good choices. A lot of people recommend starting with the more "spartan" substrates so that it's easier to check for any weird secretions, mites, etc.
I just want to add in here that I'm really happy that there's still people that go look for information about a pet before they buy it. As opposed to "Hey, I just got this... I think it's a python. So, I feed this thing a mouse... right? Oh, and it's sitting in a cardboard box right now, is that ok for a couple weeks before I get a 5 gallon tank for it? It doesn't need a top I guess, snakes don't climb...", you're going to have a good (good is an understatement. Vines, fake plants and a 33G tank for a baby ball is luxury) home set up, and a much more content snake (well, as content as a snake can be).