Glass is fine as long as it's of appropriate thickness for its size. A large tegu can create enough force to shatter standard glass panes. Plexiglass is safer, but is a little tricky to cut/drill and can shatter. Plexiglass will also scratch if the tegu digs at the glass. Lexan is safer, it's similar to plexiglass, but can be cut and drilled with little to no risk of shattering. The downside to lexan is that is scratches easier the plexiglass and will need to be replaced even more often.
Aquarium sealant is used by alot of people, but becareful that it's applied correctly so a digging/climbing tegu can't rip off a bit of sealant and eat it. It could cause a blockage in the bowels.
Plastic, wood, aluminum, almost anything can be used for making the enclosure as long as you keep in mind splinted edges, sharp edges, etc.. Think of anything that could go wrong and fix it before it happens. 
Hope the ideas help.
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Rick
theTegu.com
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