Here's a link to the products. There's a lot of good info on how to use and apply it, best applications, etc.
http://insulation.owenscorning.com/homeowners/renovation/products/



Obviously, your choice depends on space available (4" / 6" / 8&quot , where it's used (exterior walls, attic), your budget, etc.

What is your climate/region?

We just had out attic crawl space done with blown cellulose. Our gas company paid for part of it too! (chicago)

as thickness of walls varies. I would check the 4 factor as I have never seen a foam product, professionally applied, below a R-9 per inch. Fiber glass "batts" come sized for 4" or 6" walls and carry a rating of 11 or 19 respectively. Fiberglass insulation for ceilings is generally 10" thick and will have a rating of 38. There are other spray in wall materials but expanding foam is the most used.

But closed-cell foam is also the most expensive.

Open-cell spray foam, fiberglass and cellulose all give about the same R-factor. The modern versions of all three are very good insulation.

Rigid foam is generally used only in special situations, or under stucco or concrete slabs.

The advantage of the spray foams is that they can more easily insulate behind things like electrical boxes.
The advantage of the cellulose is it's usually made from recycled material. It's easy to do it yourself in attics, but tricky to do properly in walls.
The advantage of the fiberglass is it tends to be slightly cheaper. It's also the only one that's really "do it yourself friendly" in all situations.