Self-stick medical bandages are bandages that sticks only to itself and not to skin or scales. You can get it at your pharmacy, but there are cheaper brands from vet supply companies. Anytime you need to bandage your iguana, you can use this. It works well to wrap over a gauze pad, since it does not stick and damage scales when you remove it. For extra security, you can wrap regular tape over the self-stick bandage.
Bandages are just another name for gauze pads and sterile dressings.
You can buy them from your pharmacy, in both sterile and non-sterile forms, as well as in different sizes and types of materials. They are also available from vet supply companies. The type of bandage you have dictates the type of use. Ideally, you d use sterile bandages where the area needs to be kept as clean as possible. Styptic powder is an effective coagulant for minor wounds.