Winter is a crummy season for your iguana. The days are shorter and tend to be darker, so you have to deal with behavioral changes as well as physically keeping your iguana warm.
Keeping the temperature and humidity levels up in a heated house is hard for even the most experienced iguana owners when it is –20º F outside. You also need to be prepared for power outages due to winter storms. There are several things that you can do to be as prepared as possible.
First, make sure your iguana's habitat can be kept consistently warm and moist. This is when completely enclosed cages are nice, as they hold heat and humidity better than a wire cage. With a wire cage, you can put insulating plastic (the kits that they sell in hardware stores have a nice sturdy plastic, but don't shrink it with a blow dryer onto the cage) over most of the wire on the OUTSIDE, and just tape it on. You can also attach sheets of plexiglass/acrylic by drilling holes into the edges of the plastic and screwing or tying it on, or you can make slots to slide it into. The sheets would also go on the outside of the cage, particularly since they can get scratched up. The downside to the plastic is that you need to get some fairly thick stuff that won't bend, and that can be expensive and heavy. Some people use space heaters (on the OUTSIDE of the cage, not inside) to initially warm things up in the morning. These can be used successfully as long as you don't leave them unattended with the iguana, and if you unplug them and put them away once you've heated things up. They are usually used for iguanas that have rooms as their enclosures, as it rapidly heats the room up to the right temperature so that the other forms of heating (heating pads, CHEs, spot lights, etc) just have to work to maintain the heat, instead of trying to heat a large space.
For humidity, buy humidifiers and use them regularly. Given that most houses get dried out by heat in winter, you might have to buy a fairly large capacity humidifier to get close to the 60-70% humidity that is good for iguanas. Increasing misting will help too. Sometimes multiple humidifiers are necessary as well. If you have radiator heating, putting bowls of water in stone dishes on the radiator might help get some more humidity in the air. It can also help to humidify your entire house along with an extra unit in the cage or facing into the cage. If you have a unit in the cage, you have to make sure it is safe from the iguana (and safe from being pooped on) as well as making sure the iguana can't hurt itself on the humidifier. Do NOT use a steam humidifier in the cage or facing into the cage. It is too easy to burn the iguana with it.
Of course, all these things run on electricity. What happens if your power goes out? Well, what you did before things got cold was buy a box of those heat packets that campers/outdoors people use to stick in their boots and gloves to keep their hands and feet warm. And by box, that means you bought many of those packets, since they don't last very long. They do get hotter than your iguana can handle in one spot (about 120º F) so you need to wrap the packets in towels and put that under your iguana. This does require vigilance in watching the iguana to make sure that it doesn't move off the packet or move the towel off the packet and burn itself.
Investing in a generator is a good idea as well. You don't need a large one to run heating units for an iguana. This is where having a space heater can work out. If the power goes out and you have a generator, you can take your iguana and sit in a room with the space heater and some things like heating pads for the iguana to lie on. In a pinch, a UPS (uninterrupted power supply) can help. These are the battery backups that people buy for their computers. You may have to keep them plugged in before a storm gets bad, and have something like a heating pad plugged into it because some of them need to have something plugged in when the power goes out otherwise they won't work. They don't last as long as a generator, either, and once they wear out you need electricity again to recharge them.
And lastly, don't underestimate the power of a warm blanket and your body heat. In a pinch, you can stick your iguana under your shirt and pull a blanket over you. Just live with the claws and make sure your iguana can breathe. The best part of all of this is that you probably won't have any lights, so your iguana will be calmer and maybe even sleep if it is dark enough.