Folks at PETCO and the like often (if not usually) have no idea what they are talking about. Also, they house multiple species together not necessarily because they think it's acceptable to do so for any length of time, but rather simple to save space and cut overhead.
Anoles and long-tails might ignore each other for months, prehaps even years before their is a sudden, tragic problem. The issue is that they have different body language that is mutualy unintelligible. The long-tail won't necessarily understand a subtle Anole signal to move its arse off a basking spot, for example. A couple weeks of no problems in no way should suggest that there won't ever be any problems. And, as the other responded mentioned, different species have different needs. Long It's impossible to get conditions exactly right for anoles and long-tails in a 10 gallon. I would not even put two anoles in a 10 gallon (I wouldn't use a tank that small at all because I have a hard time getting the thermal gradient just right). All that said, if you have to have another species in with anoles, long-tails are probably the least dangerous, but that isn't to say that it's at all a good idea in the long term.
I don't know a great deal about house-geckos, but, as for your plan, I would think that a small tree frog would have little if any interaction with a house-gecko. As janome mentioned, though, there are issues with different temp. requrements.
I know new tanks are expensive. Keep your eye out for garage sale s, check craigs list, etc...you should try to pick up at least a 20 gallon for your anoles and maybee a couple tens for the other critters. If you have the money and the space, go bigger.
Speaking of the anoles, do you know their sex? Is that small one eating well? Does it seem intimidated by the larger anole?
Bookmark this website and give it a thorough reading...
Good luck.
Under the Leaves