Actually geckos do not "stick" to the glass. The microscopic hairs on their palms (known as spatulae) are able to break the weak Van Der Waals force of the glass and temporarily stay fixed on the glass. Technically speaking, they're actually falling constantly and microscopically repositioning themselves.
Boom. Herpetology.
Read this. It's one of my favorite Argonian-related posts here on the Blog.