Hi,
My opinion is that pygmy are not really a beginner cham. It can be difficult to manage their environment but the bigger problem is that because of their size it is even more difficult than a larger cham to determine health problems. Once/if you do find a vet who not only knows about these creatures but can diagnose and treat will be hard - to say the least. I talk from experience. My trio - cb from a a very reliable breeder - died within a 2 week period. I had them for about 5 months and they were 4 when I got them. By the time I saw signs of trouble in my larger female my vet, who knows chams, could not determine the problem though we tried some things. In 2 weeks all three were dead. I found an out of state vet who agreed to do a necropsy on my little male but my car died (UGH) on the way to have him preserved for the trip.
OK, that was long but since you are considering them I felt I should share. I am sure others on this forum will tell how easy they are - sooner or later they will need vet care so we will see then. Another cnsideration for you is their life span. it is only 2 or so years. Unless you get them young, but not too young, you may only have them for a matter of months. If you buy at a show they will surely be older. Also, their is little known about required supplementation and UVB needs for these.
As for cages, yes, the pygmies need a humid environement and a screen enclosure is not appropriate. I had my 3 in a 29h tank. Other chams (veiled, jax, etc.) need a screen enclosure so the humidity does not get too high.
Hope this helps!
lele
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0.1 veiled - Luna
0.2 house geckos - Gaia & Tia (both MIA 
0.2 felines - Kyndra and Líta
1.0 African Clawed Frog (for summer)
0.5 Mad. Hissers (for summer - all girls, no little ones, whew!)