DIY & Home Improvement

But closed-cell foam is also the most expensive.

Open-cell spray foam, fiberglass and cellulose all give about the same R-factor. The modern versions of all three are very good insulation.

Rigid foam is generally used only in special situations, or under stucco or concrete slabs.

The advantage of the spray foams is that they can more easily insulate behind things like electrical boxes.
The advantage of the cellulose is it's usually made from recycled material. It's easy to do it yourself in attics, but tricky to do properly in walls.
The advantage of the fiberglass is it tends to be slightly cheaper. It's also the only one that's really "do it yourself friendly" in all situations.