Kathy, from everything I've read and my experiences in the LFS business, I'd say they're probably pretty tough to breed, mostly for the same reasons mandarins are, i.e. their tough to keep alive.
If I had more tanks, the one I want to try is that "Pygmy Geometric Hawkfish" which lies somewhere between an Anthias and a Hawkfish, only gets to be like 1-2" in length, and otherwise seems pretty peaceful and easier to keep, not to mention they're still retailing between $50-$100 per fish at 1" in size.
Matt