I used insulation foam boards, cut into 15"x15" squares. Than I covered each with batting and fabric using duct tape. To hang on the wall I used double-sided velcro so they can be taken down to clean, or rearranged. It really made this drafty room so much warmer.
Hi Lori, The insulation foam board is from Home Depot, used to put on a house exterior under
vinyl siding. The one I used was 1/2" and came in 4'x2' folded panels. It cost around $35. It's called "Rigid Insulation Sheathing". I bought the folded one so I could fit it in my car, but it usually comes in 4'x8' sheets. Hope that helps!