Mine went under her tank when she figured out how to open the sliding top. Now she's in a homemade wooden cage and hasn't gotten loose once!!

One of my leopard geckos got out once, I'm really not sure how... found her between my mattress when I went to move them, they had been leaning against my wall for a day while we did stuff to the floor and she was all the way up in the middle of them - glad I didn't squish her!