Interesting first hand field experience with leopard geckos.
This should help understand why they do what they do (and don't do), as well as give some insight into their natural environment, making it easy to figure out the type of setup they will thrive in.

You can read it online, or download the PDF.
It includes pictures of their natural habitat, wild geckos, and diagrams of their typical resting places (burrows).
There are a few minor rough spots in translation, but nothing that will make things difficult to understand.

*Please don't comment on the persecution section. It's a cultural thing, not relevant here, so leave it out of any discussion. We don't want to risk starting anything nasty.*

Natural history and biology of Eublepharis macularius

Muhammad Sharif Khan
Herpetological Laboratory
morphology and ecology of leopard gecko (E. macularious) from pakistan | muhammad S khan - Academia.edu

Info about the author, which shows he's not a fly-by-night kind of guy, he knows what he's talking about.
Muhammad Sharif Khan has a PhD in Zoology. He taught at Talimul Islam College from 1963 to 1999. He was Director of Herpetological Laboratory, 15/6 Darul Sadar N. Rabwah, Punjab, Pakistan. His research included taxonomy, development, and zoogeography of amphibians and reptiles of Pakistan. He worked on feeding ecology of amphibian tadpoles. He has written several research papers and two books in Urdu. He has collected widely in Pakistan and has photographed and described several new species of frogs, lizards, and snakes from Pakistan.
Special interests: Amphibians and reptiles of Pakistan.

Muhammad Sharif Khan