Done this twice now — once on a garden office conversion, once on a tiny house build — so here's the blunt version of what I learned.
Start with the floor. Everyone ignores it and it's the biggest mistake. Cold floors kill a space faster than anything. I used 100mm PIR between joists with foil tape on every joint, then OSB over the top. Cheap and effective.
For walls in a timber frame, you've got options depending on your budget:
- Mineral wool between studs — cheap, widely available (Rockwool from most builders merchants), but you must have a vapour barrier or you'll rot your frame inside 10 years
- PIR boards — more expensive but better U-values per mm, useful if you're tight on space
- Sheepswool or hemp — lovely stuff but pricier; does handle moisture better naturally
Roof is where I'd splash out if I had to prioritise. Heat rises, obviously. I went 150mm PIR on my garden office roof and the difference was immediate.
One thing nobody mentions — cold bridging through your studs. Your insulation between studs is great but the timber itself conducts cold. A layer of 25mm PIR over the whole interior face of your frame before boarding out makes a real difference.
What's your floor plan and wall depth? That'll change the advice considerably. Also — are you planning to heat it with electric, wood burner, or something else? That changes how hard you need to work the insulation spec.
Others on here will have different approaches — be good to hear what's worked for people in wetter climates particularly, as moisture management is the part that really bites you later.