For the netting go to your local hardware store gardening section. They have netting for keeping animals out of your garden. It is dirt cheap and has UV
inhibitors in it to keep from crumbling like thincat was talking about. It is about a 1/4" grid and it doesn't block hardly any light.
If you have a sump and a skimmer that is running all the time i wouldn't worry to much about gas exchange. Between the turbulence of flowing down to the sump and your skimmer pumping a ton of air through the water you should be fine. Glass lids will how ever trap heat in the tank as well as get dirty and block light. The only advantage i see to putting on glass tops is if you don't have a gaurd of some kind over your lights to keep the salt creep out as others have mentioned. Although wiping them down occasionally fixes this problem as well.