As far as cold goes, chickens have their own insulation, and don't need any help from us. If your coop is properly ventilated, it's not like you are going to keep all the heat in during the winter months anyway. I can see insulating the roof to help with summer heat, other than that, insulation is a waste of time and money. Another potential big problem with insulating the walls, is that you MUST install interior walls over the insulation. When you do that with a chicken coop, you give rodents or any other kind of pest a nice secure hidden place to set up housekeeping of their own.
Jack