What are some small lizard breeds that likes to be handled and held?

I find bearded dragons to be by far the best lizards for handling; unlike many lizards, they seem to actually enjoy attention from their keepers. Unfortunately, they may not fit your definition of 'small,' as they can attain a total length of about 2 feet and require large enclosures.

Next best would probably be a leopard gecko, which is smaller and easier to house. If handling is that important to you, then make sure to get an adult that has been socialized by its former keeper; I have found hatchlings to be a bit nippy.

Also, be sure to avoid tokay geckos, which are beautiful lizards but are almost always extremely aggressive.