Often a new iguana is quite docile for the first few days after he is brought home. At this point many owners think that taming their iguana will be no problem, and are somewhat startled in a few days when the iguana starts showing signs of aggression. This is normal - at first the iguana may have been too nervous and intimidated by his new surroundings to assert himself. However, as the iguana becomes more comfortable he is more likely to show his displeasure with handling. (For the sake of clarity, iguanas are referred to as males in this article, although the information here applies equally to male and female iguanas.)
The difficulty owners will face in taming their iguana depends somewhat on the iguana, his age (older is sometimes better, as a tame baby may change a lot when he/she reaches sexual maturity) and his background. Pet store iguanas are likely to be at least a little stressed by their experiences (shipping, handling, and housing). Getting an iguana from a rescue is a wonderful idea, but remember some will have been neglected and even mistreated so it may take a little longer to gain their trust. Taming requires gaining trust, and this is something that will not happen overnight - trust must be earned over time. Depending on your iguana it may take months - so be patient and persistent, and you will have a much happier life with your iguana.
A note on the damage iguanas do: they have lots of weapons so you do need to be careful. This is not said to scare you, just to warn you what to watch out for. They have sharp teeth and do bite, and they may try to whip you with their tail which can be extremely powerful (and the dorsal spines along the tail are very sharp). They have very sharp claws, so at least expect some scratches when first handling an iguana. It is also a good idea to acquaint yourself with body language and behavior (the resources given at the end of the article are both excellent for this) so you can read the warning signs. Head bobs and extension of the dewlap may signal that the iguana feels threatened and may defend itself; tail twitching is a definite sign of aggression. Read the resources so you can get a feel for what your iguana is trying to tell you.
Taming is also a balance between not pushing too hard and showing the iguana who is in charge. You have to be firm and persistent without completely stressing out the iguana. At the same time, if the iguana is aggressive or struggles and you immediately back off or put him down, your iguana thinks he has "won" and thinks that when he is aggressive he will get his way. This may be easier said than done when an iguana is scratching you or trying to bite or lash you with his tail, but try to make it clear that you are making the decisions and in charge of the interaction.