I don't have any insulation in mine, as the chickens have their own insulation. That said, I have read where insulating the roof would help block out some of the summer heat. I might add that some day. As far as insulating the walls, you would have to have interior walls to cover the insulation, otherwise the chickens would just tear into it. The problem with interior walls in a coop, is you have given rodents and who knows what else a secure hidden place to set up housekeeping of their own. Insulation for the most part in a coop, is an unnecessary expense and extra work, IMO.
Jack