First of all, WOW ! Congratulations on a nice BIG habitat. :)
I also have a 125 gallon tank and boy are they a lot of work.
But, they can be VERY cool.
Well, since you are a beginner and it is your first lizard, and your ABSOLUTELY sure you want a lizard - something fast moving with a tail lol (and not a turtle or tortoise), then.....
Go For Leopard Geckos, and a desert style habitat.
These are not only my choice as a 1st lizard; but seem to be the choice of many other reptile enthusiasts, and would be what I would get personally if I wanted a lizard.
If properly cared for they can get to be 8 - 9 inches long!
That's big! :) Bigger is better in a tank your size. You don't want to hunt around all day to try to find some puny 3 inch Anole hiding in the corner!!
Do as much reading as possible and pay close attention to ALL their requirements. See all the links below.
Good Brand heat lamp? Well now, T-Rex, Exo Terra and Zoo Med all make heat lamps about the same quality.
After you read about ALL the requirements, compare prices on what's available, and remember you usually get the quality what you pay for. (The more expensive stuff is usually better.)
Good Luck to You And Your Future Pet !