I got the insulation from a seller on eBay...if you want, I could probably dig up the exact seller, it's 2300deg kiln insulation.
I'm sort of mixed on whether or not it was worth the time and expense. For some reason, I had it in my mind that it would hold heat like a thermos...which obviously, is impossible with the big 'ol smoke stacks!
So far, the only think I've had to deal with here is a few weekends with stong wind and I have noticed that even a strong wind doesn't effect my temps at all - so that's a plus.
Haven't had a chance to fire it up in the rain yet...maybe this weekend.
If I built another insulated I would:
Build it smaller ;) and probably use 2" insulation in the cooking chamber...not just on the firebox. Or at least use 2" on the top of the cooking chamber and 1" on the rest. I can still feel a good bit of heat from the top of the chamber thru the 1" insulation. I may actually add another 1" still to the top. For comparison, the firebox is 2" thick and even with a big fire in there for a few hours I can pretty much put my hand right on the top of the firebox!!
I think the biggest payoff is / will be the ability to hold a constant temp, no matter if it's windy out, raining, etc...