Haha, when I first read the title it felt like hearing someone who got a new car say "How do you turn this thing on?"
. Glad to hear you did not get one yet, prior to having an enclosure ready.
When deciding to build your own enclosure, Home-Depot, Lowe's, and Wal*Mart become your best friends.
In his book, James Hatfield covers in good details how to build an iguana habitat. His is, however, a bit intimidating, because it is rather 'complex', but the basics are helpful.
Barlett & Barlett cover iguana enclosures in their book about terrariums and habitats. I think Melissa Kaplan mentions a few things as well.
Visit cagesbydesign.com in order to get some ideas. The cages are, to me, overpriced, and I'm not too fond of the measurements of some. But the designs and look are great.
Oter good links to visit:
http://www.anapsid.org/iguana/caging.html
http://www.baskingspot.com/iguanas/cagepage/cagepagebody.html
The most important things to keep in mind [in no particular order]:
Size. The bigger, the better.
Functionality.
Ease of cleanliness/sanitation (important!).
Ability/Ease of being transported, disassembled, modified, fixed, improved...
Safety: fire/electro hazards; sturdiness. (most important!)
Rust-free: do not use ferrous metals that can corrode due to the humidity.
Location: which room? Does it get any sun? How much? How hot does it get?
Looks/setup/decor: you want to simulate a natural environment, and stimulate natural behavior.
Indoor or Outdoor?
Also, do not get too worked up on your ability to build one. Many good iguana owners are terrible carpenters/handy people, and let others do the work for them. Other people who work with tools all day long may be scared $#! l&$$ of even holding a hatchling!
Skim thru the board pages to find some additional info. There have been plenty of discussions regarding enclosures.
-IJ