We decided to put Roxul insulation in the wall cavities. It was easily purchased, slightly more $$$ than fibreglass but less expensive than foam, still a good R value compared to loose wool, and I was curious how it would perform.
I was hoping that it would be nicer to install than fibreglass but in the end, it was about the same. Itchy face, eyes and hands at the end of each day...I don't think I would pick it again.
Cozy at night with the insulation in place!