I 'loosely' follow MK's diet, found here:
http://www.anapsid.org/iguana/igdiet.html
It can also be found in her book, 'Iguanas for Dummies', which you should pick up if you haven't already. Another great book is 'Green Iguana: The Ultimate Owner's Manual' by James Hatfield III.
Variety is key to any diet. Check out the food list that Tor posted on greenigsociety.org. It's really important to keep the calcium/phosphorous ratio at 2:1, that is, twice as much calcium in the diet as phosphorous. Fruits are okay, but they should only be given in moderation, if at all. And some fruits are better than others. Cactus leaves, papaya, and figs are the best because they're all high in calcium. The best things to give are dark, leafy greens (no iceburg lettuce, and no lettuce of any kind as a staple) and dark green and orange vegetables.
Keeping this in mind, I usually buy 6 different greens and 2-3 different vegetables once a week to include in my ig's salad. He rarely gets fruits, because he doesn't care for them and they're not very nutritious, anyway. There are certain things I buy every single week, like collard greens, mustard greens, dandelion greens, and watercress. I buy arugula, escarole, endive, and turnip greens when I can find them. Then, I'll also throw in some not-so-good on their own, but great for variety greens, such as bok choy, cilantro, chard, kale, and green leaf or romaine lettuce (very sparingly on the lettuce). For veggies, he gets two of the following at a time: green beans, peas, acorn squash, butternut squash, spaghetti squash, yellow squash, parsnip, and sometimes even carrot.
This week, he has collard greens, red dandelion greens, mustard greens, cilantro, kale, watercress, green beans, spaghetti squash, and butternut squash.
He also gets supplements four times a week: On Monday and Friday he gets a calcium supplement (pure calcium carbonate with no added phosphorous or D3) on Tuesday and Saturday he gets a multivitamin formulated for reptiles (Herptivite). I didn't use to believe in the multivitamins, until I learned that the plants we feed our igs don't always have the nutrients they should, particularly when grown in depleted soil.
There's a whole lot more to know about keeping igs. I hope you're also doing your research on habitat, lighting, heating, and temperment. I'd strongly recommend buying one or both of the above mentioned books, and doing some serious reading on greenigsociety.org and anapsid.org.
Finally, if you are interested, there is a group just for new baby iguana owners at groups.yahoo.com. It's called Baby Iguana. The folks there are real helpful, and it's a great way to get to know other people with babies.
Good luck!
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~Alika~
1.0.0 green iguanas
0.1.0 cockatiels
1.0.0 senegal parrots
0.1.0 blue-fronted amazons
0.0.1 red belly piranha