Make sure to get them yummy things besides crickets. My geckos love mealworms, small silkworms, and the occassional pinky mouse.

The other poster mentioned toe problems - this is really common with bad sheds (the skin builds up on the toes, cutting off circulation, and eventually the toes are lost). Even though leopard geckos like it dry, they need a little humidity to shed. So make sure the gecko has a humidity box. A small tupperware container with some damp moss is perfect.

I keep my geckos on repti-sand. I know some people advocate non-sand substrates, I've never had a problem with it. I like it because my geckos have one "toilet" corner and it's really easy to clean this area by using a small fish net to sift the sand.

Have fun with the little guy. They're great lizards, extremely personable and easy to care for.