I tried white styrofoam and the chickens kept pecking at it to eat it. I then tried the foil faced foam and they tore the foil face off and tried to eat it. So what else is there to insulate with?
Even for the ceiling I wanted it covered with plywood, just in case. They will peck at anything. I used fiberglass insulation in the walls and the foam board insulation for the roof (easier to work with for the roof, but generally pricier).
Agree with all the posts about ventilation, make sure you have enough (tons of posts on this subject).