What I found worked was I would grab them out of their cage, then place them on my arm with my hand not actually touching the iguana but hovering close over it just in case. Then as soon as I had them on my arm I would walk out of the room (so their cage was out of sight) and stand in a place where there was nothing close by (to discourage jumping off).
I would stand there and not move and usually they would quickly calm down. Eventually they would walk up to my shoulder and perch there. Once they did that, I would go ahead and walk around the house, doing whatever and let them get used to being with me.
So the "stay on my shoulder" method worked for me, but every iguana is different!