Sponge is like a breeding ground for bacteria (unless you bleach it everyday, in which case it becomes a toxic sponge). Those dish washing scrubpad/sponges are no good either because they treat them with chemicals to resist bacterial growth (and is probably toxic to your gecko).
Use a gladware container/butter or coolwhip tub/any cheap plastic container you can cut a hole into, and just fill it with damp paper towels if you don't want to use moss. You have to redampen it everyday (or twice a day if you live in a dry place), and that's the reason why most people use moss as you can get by with misting it once every other day.
If you want to use moss, get some sphagnum moss from the gardening store (something like 3 bucks for a bag full), and use that.
-Lemur 6