If I ever need to do this myself with any of my reptiles, I will be taking it to the vet to be put down. My vet has decades of experience with reptiles, and I trust him completely.

Freezing, as WingedWolfPsion said, is inhumane, as are most other "home" methods, including CO2. Besides, it's not like euthanasia is horribly expensive. (It's only $11 here; I've had to put down a couple geckos.)