I've been stung several times, usually by accidentally stepping on them either in bare feet inside or with rubber slippers (flip flops) outside. Kinda like a bee sting with swelling. As soon as you step on them, they flip up and around and try to sting you. My wife likes to take a knife and cut them into pieces, but that usually damages the surface they are on. The one in the picture was crawling up the wall a few inches from where my wife's head was leaning when she turned and saw it. We have rough clear redwood walls, so I got a tupperware/rubbermaid container and put it over it and then slid a piece of cardboard underneath the container, put the lid on and then froze it to kill it. Usually I vacuum them up, sometimes the big ones are a bit harder to suck up. Put a piece of tape over the vac inlet and the dust usually kills them. Sink or tub, just turn on the hot water and that kills them very quickly.The smaller ones actually seem to have a worse sting than the big ones. Outside they are under just about any rock or wood.
Geckos are really more of a pain since they poop over the clothes and get caught in the door jams and decompose and smell not so good. They live behind my plasma (hopefully not getting in) and the baseboard under it is covered in poop. I was doing a small renovation and opened a space inside a closet, there were hundreds of gecko eggs just like the last Alien movie.
We also have scorpions but they are pretty rare, big roaches, earwigs that get everywhere, not to mention feral pigs attacking the house outside.