There are plenty of advanced races with a better understanding of the Stargates than the humans(on Earth) do. So why don't other races use a iris as well?
The only reason I can think of is, is that them using a iris would ruin the series.
And yes, Atlantis had an iris, but I wouldn't count that as there was humans there too.
Races have different ways of dealing with a threat. Some races simply moved somewhere else or buried the gate and gave up using it.
Earth humans could not do that. They were actively fighting the Goa'uld so they thought of something else: the iris. (and burying the gate would of course mean the show was over)
The Tok'ra were also actively fighting the Goa'uld, but they moved around and did not live on a planet with a population of billions, so for them it was not an option.
Other races were not advanced enough to make an iris, did not think of it or did not bother because they did not feel threatened (the Tollan for example)
Besides, making an iris is not easy. It was installed at 3 microns from the gate's event horizon. It (probably) also requires a strong material. The first iris made of titanium was destroyed very early on. Only the second, made of a trinium alloy, held. (source: stargate wiki) (It was a black hole that destroyed the first iris, so I can't be sure on this)
The stargate did not originally have an iris, because there was no threat. When the Ancients in the Pegasus galaxy were threatened by the Wraith, they thought of the same thing and created a barrier on the gate.
According to the stargate wiki, there could have been other gates with a shield: stargate wiki: Stargate shield
An iris is only useful (compared to burying your gate entirely) if your Stargate is used predominantly or entirely by people who have the ability to de-activate it. The SGC iris is actually incredibly dangerous, as we saw in The Other Side, and if even just 20% of all gates in the galaxy were protected by such a device, then wandering through the Stargate network (be it for trading, exploration, whatever) would be prohibitively dangerous.
The only safe approach would be to know the iris codes for at least some of those planets and ignore the rest but if you, as a civiisation, are going to distribute your iris code to enough planets to make that work, then your system is insecure and you may as well not have bothered with the iris in the first place.
The Earth system is therefore unique because it is simply impractical for a significant chunk of the network to be protected in such a way. It works well for Earth because the gate was buried for thousands of years, decreasing the chances of a random traveller showing up to trade or explore: the Tau'ri address was known to be inaccessible and would not have been taught to off-world children as a useful address to know.
Earth, in this regard, is actually remarkably isolated. Other isolated or isolationist worlds we've seen have not encountered the Goa'uld or not been realistically threatened by them (or anyone else, evidently)... or have been too primitive to actually construct an iris in the first place.
Simply in the milkyway galaxy, the Goa'uld are not explorers. they do not try new gate combinations nor look up old gate combinations. They only use their set known addresses. the only people out their exploring are the humans on earth, and since we exposed the fact that we are advanced as well as numerous to the Goa'uld it leads them to attack us. others who are advanced are either unknown to the Goa'uld, or are technically superior to the Goa'uld and do not fear an attack.
The Pegasus galaxy on the other hand has little to no advanced civilizations since the wraith regularly cull them, and keep their cities and tech low. Any city made by the atlantians would have also had a similar iris force field i imagine, but since Atlantis is all thats left its the only shielded gate left in the galaxy.
In addition to the other answers: There may well be other planets with an iris which, just like the early SGC, are not advertising their existence to the galaxy.
If the SGC ever dialed the address of one, it would have resulted in a cancelled mission the moment the MALP failed to report back.
Tartarus had a force field which served the same function as the Tau'ri iris. It was designed so Kull warriors with their energy-dissipating armor could pass through, but nothing else could. Anubis had downloaded Jonas Quinn's memories with a mind probe, so he knew about the iris and how it was set up; that's likely what gave him the idea to do something similar.
