There are two common methods for wine cellar insulation and vapor barriers. Spray foam or 6 mil vapor barrier and fiberglass batts. Spray foam is normally more expensive, but it will prevent the possibility of a puncture mark in your vapor barrier (as a 6 mil vapor barrier is not necessary when using spray foam) caused by someone inserting screws, running wire, plumbing, etc. into or through the wall from outside the wine cellar. With non-shrinking closed cell spray foam the screw will not compromise the enclosure and the foam will expand to fill all the crevices to ensure a tight seal. We do not recommend any specific brand over another, but Comfort Foam is one brand that will work for this application. Ensure there are no air gaps between the insulation and drywall for either method.
After the vapor barrier has been installed you will need to put insulation in the stud and joist cavities. The most common insulation used is fiberglass batts. In a 2×4 wall cavity using fiberglass will provide you with an R-13 insulation value. In a 2×6 wall fiberglass will provide you with an R-19 insulation value. The entire cavity must be “fluffed” with insulation leaving no air filled cavities.