I would say the best, thinnest, lightest insulation to use is gotta be Aerogel
In all seriousness, you could write many books about what people have said about how to insulate a van. The big concern is not necessarily just keeping the van warm (or cool), but also about where moisture accumulates and what happens to it. Some argue that a permeable and hydrophobic insulation
is ideal since it allows moisture to escape through the insulation layers.
Some folks use a 2 component spray foam to fill all the cavities and spaces. The hope here is that the closed cell foam forms a vapor barrier that doesn't allow the warm, humid inside air to reach cold surfaces where it condenses. I wouldn't call this easy, or inexpensive, but I've heard that some have gotten good result out of it.
Lots of builders use rigid foam insulation (usually polyisocyanurate, or polyiso for short), while sealing the gaps and cavities with something like one-part spray foam. This is the option I went with.
The one thing I'll say is that no option is really easy, since a van is a irregularly shaped metal box. Every bit of exposed metal is a thermal bridge to the outside, and even if you fill all the wall panels with R-million, heat will still gladly escape through exposed metal ribs. (The R-value of steel is 0.003 per inch).