Tries from Shane Williams and James Hook, along with 10 points from the boot of Dan Biggar, kept the Ospreys in the hunt for a third Magners League title.
They will now face the winners of the clash between deadly Irish rivals Leinster and Munster at the RDS tonight (kick-off 8.00pm). If Leinster win they will host the Ospreys at the RDS in the Grand Final.
But if Munster come out on top, and stop a run of three successive defeats at the hands of the Dubliners, the Ospreys will entertain the men in red at the Liberty.
"It would be nice for the fans if we could have a home game in the Grand Final and there is no doubt that playing at home gives a side an advantage. But we are just happy to have made the final because we have done it the hard way," said Holley.
"We won ugly in Munster earlier in the season and then played well for two-thirds of the game in Leinster. That will give us a lot of heart if we have to go back to Dublin.
"After the disappointment of losing in the quarter-finals of the Heineken Cup we now have the chance to end our season by winning a trophy. Sometimes we feel the world can be against us and we know not a lot of people want us to win.
"We talked about what happened this week at the disciplinary hearing and you might say that adversity went a long way to seeing us through. We went out there to win and we tried to play some rugby.
"Glasgow came with a big defensive effort and we lacked a bit of a clinical edge.
We knocked on a few ball and lost a few line-outs and we know we are going to have to be more clinical in the final."