Hi,
I built my own iguana enclosure as well. I'm assuming you're using glass on a wooden frame as doors. In which case you can hold the glass in its frame by screwing sturdy strips of wood/plastic/metal on both sides of the glass all around the frame. Or you can always go for plexiglass and just drill holes and screw it directly onto the frame. Plexiglass would probably be a lot cheaper and lighter.
If you don't want to use a frame and just have glass you can try using the glass doors found on some tv stands or entertainment centers, if you can find the right size doors. Not sure where you can find the doors by themselves and the magnets that hold the doors shut probably wont stop your iguana from just pushing them open.
One more tip; make sure to install some sort of stopper so the doors don't swing inward. A small block of wood at the top and bottom where the inside corners of the doors meet should work fine.
Hope this helps. Let me know if I wasn't clear on anything and I'll try to explain it further or provide pictures.
Happy building. Cheers.
-Michel