Injectable barbituate /- a premedication for sedation/analgesia. Inhalent isoflourane is often a quick and easy method for tiny critters like this.
Not the answer you were looking for eh?
I really believe the most humane way to put down a reptiles is by taking them to a vet that is familiar with the species. In this case, the vet would most likely see the anole and suggest some rather promising treatment options (depending on the anole's presenting condition of course).
Some might have a few suggestions of how to kill an animal at home. Perhaps one might suite your needs, however I'll discredit a few methods considered inhumane, yet many people still think is okay.
Freezing, a no-no. Cells crystalize prior to unconsciousness, thus most definately quite painfull.
C02, might work, however it would take a very long time as reptiles can revert to anaerobic respiration in the lack of oxygen. A secondary method of euthanasia must be done once the reptile is garanteed unconcious (I'd expect at LEAST 1/2-1hr in pure C02)
Decapitation is questionable in reptiles, and not recommended. Anecdotal evidence suggests this is not the quick kill as seen in mammals of similar size; thus painfull.
Hope this helps, I still recommend option #1.
Ian