Walls and floor
The 2×4 wall cavities at 16″ on center take standard batts or spray foam. Insulate the floor from below or before the subfloor is covered.
Roof
Insulate at the rafters if you're using a loft, or at the ceiling if you're not. Leave ventilation at the eaves and ridge.
Windows and doors
Order insulated windows and solid or 9-light entry doors from us, so the shell starts tight.