I had chimed in on the garage thread but will do so again here.
Rock wool or mineral wool insulation is great stuff. Ecologically sound, doesn't burn (kind of a big deal in a garage). Limits infiltration due to the density and is great fire an sound proofing.
You fit it like traditional batt insulation but cut it with a bread knife instead of a blade.
I have used lots of closed cell foam products too and they do have better insulating properties.
You need to make sure that all foams are protected by a fire resistant material (drywall) to insure they won't burn. They are very flammable....
Link to Roxul Flexibatt.
http://www.roxul.com/sw47757.asp