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Is your garage attached to the house or is it on its own? If it is attached is there living space above the garage? Are you looking to insulate the walls and ceiling? Are you going to drywall the garage? I would suggest using batt insulation, with a vapor barrier. I would then drywall everything. Before you drywall I would make sure that you have all the electrical and anything else that you want in the walls installed.
John,
Are you referring to insulating the ceiling of the garage (i.e. cold floors above)? Will you be dropping the ceiling or are you looking for options with minimal disturbance?