Most Columbian Tegus in the pet trade are wild caught animals. Wild Caught reptiles in general are much harder to tame than captive born...
I purchased a Columbian Tegu many years ago that was a complete horror. I kept it for 2~4 weeks and in that time I was not once able to pick it up without being attacked (attacked, not just bitten).
More recently I have heard of some people being able to get them at least somewhat tame. So I do not want to mislead you into believing it is impossible to tame them... but I would expect it to be a big challenge that may not be possible (depending on the individual animal).
Green Iguanas in general tame fairly quickly when young, then gain aggression as they mature.
Rhino Iguanas have a reputation of being much easier to tame and keep tame when compared to Green Iguanas...
I have an Argentinian Black and White Tegu that is amazingly tame. I've talked with many other Arg B&W Tegu owners and most of them have similar experiences. Just be cautious when shopping for them as a lot of dealers will mislable Columbian tegus as Argentinian.
I got my Arg B&W from Bobby Hill of Varnyard Reptiles/Tegus and I am extremely pleased. I would highly recommend him to anyone shopping for an Arg B&W Tegu.
Bobby also maintains a Tegu Forum at
www.tegutalk.com