Reducing energy consumption is the one most people think of, but of equal importance is preventing condensation. This means that R20 is usually the minimum. R30 seems to be the best from an economic standpoint, but you can't have too much. After R30, the payback gets pretty tiny. Avoid any open cell product like fiberglass, white polystyrene or cellulose.
Urethane is good if the density is right.
Blue or pink styrofoam is good if temperatures will not be over 160 degrees F. Polyisocyanurate is the most widely used. If you use a board, be sure to allow for expansion and contraction by using multiple layers. There is something confusing here when one talks about a kiln over-heating. I wonder what the source of the heat is. The hot coils cannot get any hotter than the cold coils are cold, so these two balance each other.