One of the first steps in a van conversion (after finding, purchasing, gutting, and deep cleaning the van) is insulation. The amount and type of insulation you include in your van varies depending on where you will be. For us, for example, we tend to avoid snow. Its fun to play in from time to time, but generally we chase sunshine and 70 degree weather. That being said, we still put in a fair amount of insulation because we knew we would be in some pretty hot areas at times as well.
Here is what we did for the walls:
1. Rattletrap (FatMat, etc - sound deadener) - This converts any tin can sounding empty van into a quiet, comfortable ride.
2. Reflectix - foiled bubblewrap that acts as a good first layer up against the metal. Blocks out a lot of heat.
3. Denim insulation (UltraTouch from Lowes) - the main bulk of our insulation. We stuffed it everywhere we possibly could.
4. 4mm plastic sheet - this is your vapor barrier to protect moisture from getting on your insulation and creating mold.
For the ceiling and upper portions of the walls, we used a little rattletrap, followed by Reflectix, and then 1.5 inch foam insulation boards from Home Depot (most commonly used garages and other home applications). We skipped insulating the floor with anything real besides the "insulation" you buy with you tongue and groove laminate to be used as underlayment. Looking back, we would do this differently. In extreme colds, you wanted to wear socks because the wood was so cold, and the opposite for hotter climates. We feel that was an area overlooked and we could have had a slight better control of temps within the van had we insulated the floor. This would also take away a little more road noise.
All in all, the way we did it seemed to work just fine and we are happy with how it turned out. The denim tends to sag a bit behind the wall, which could possibly be prevented by holding it up with chicken wire or something similar. We may use foam boards for the walls next time too and just fill in all the cracks and empty spaces with denim to prevent wall sag in some areas (also thicker wall panels - we used 1/8 sheets and should probably go with 1/4 next time).