For significant savings consider choosing an insulation that addresses air leakage, which can account for up to half of the energy lost by your home.
Data Source: U.S. Department of Energy Savers - Stopping Air Leaks Image source: InsulationSmart.com
One way to tell is by the estimated number of uncontrolled Air Changes Per Hour (ACH) a home allows (in other words, how quickly a home replaces all of its air). The lower the number, the less leakage.
Most homes insulated with standard fiber insulation allow about 5 to 7 ACH @ 50 Pa when installed, while homes that have an insulation/air barrier system (like Icynene) installed allow approximately 1 to 2 ACH @ 50 Pa. Experts can measure the ACH in your home through a cost effective Blower Door Test.