garterguy... I hope you are not feeding your iguana iceburg lettuce. It has absolutely NO nutritional value. Your iguana needs a much more varied veggie diet as well (corn, beans, dark green leafy veggies, etc.). Iguanas do not make good beginner pets. They will reach 6 feet and have attitude problems sometimes.
Yes, Uro's will eat bugs once in a while. Giving crickets as a treat is good. You can also put an aloe plant in with it and it will nibble on it as well