Wood will likely rot over time exposed to the higher humidity of a greenhouse. I'd also stay away from treated lumber, I'd be afraid of it leaching unwanted chemicals into the soil, especially is you are eating products planted in it. It might be OK if you keep away from direct ground contact, e.g. with a concrete apron, but it's not what I'd use.
Ideally you'd want to use a vinyl-coated metal or PVC framing. Bare aluminum framing will work, but will conduct heat like crazy in a way you don't want. Basically anything that's corrosion resistant, decay resistant, and insulates reasonably well. There's no way you're going to have a greenhouse that is insulated anywhere near as well as a framed structure, but doing what you can to mitigate unwanted thermal transfer will help keep heating costs down.
While glass is pretty, it doesn't insulate well and exposes plants to direct sunlight that, without significant airflow, can create hotspots and scorch plants. Diffuse lighting is better, though you get reduced light transmission and can't see outside you'll provide a more consistent quality of light to your plants over the course of the day. You'll want to consider carefully whether your are more concerned with aesthetics (transparent materials) or functionality (diffuse, translucent materials)
I'd recommend polycarbonate multiwall sheeting for your exterior cladding. It comes in a wide variety of styles and can provide the best R-values (insulating factors) of any transparent or translucent greenhouse material. You can likely find some variety that will meet your needs in terms of light transmission, R-value, and cost.
Greenwall Solutions Inc. offers a variety of polycarbonate multiwall sheeting.
This isn't an endorsement one way or the other of this company, I really don't know anything about them, but it is a good example of what you can find.
Search on Google for "Polycarbonate multiwall panels" and you'll find a variety of vendors.