From Worst to Best (in my opinion):
- Double Bubble Foil-Faced Insulation: I can rant about this stuff all day, but here's the short version: This stuff, which goes by trade names like Reflectix, does not insulate like foams! It operates on completely different physical principles, and generally, the R-value on the retail packaging is wrong. And, in teardrop terms, it's crazy expensive for the performance you actually get.
- EPS: Extruded Polystyrene (beaded coffee cup stuff). It has the worst R-value across temperatures, it is bendy but brittle, crushes easily and water can get trapped between the little beads. Now, if you find a high-density EPS, ignore most of these problems. Also, lots of people use a version called R-Tech, which is foil-faced and seems to work much better. The cheap stuff is yucky to kerf.
- Polyisocyanurate: The "tan and crumbly stuff." Yes, it's brittle, but it's also very strong and has the best R-value at warm temperatures (mediocre performance in cold weather, though). It is also the most toxic and most flammable. It will also absorb water, which is why it's always sold with a foil face (which, by the way, does NOTHING TO IMPROVE INSULATION in teardrop applications. Big pet peeve of mine.

) Also the most expensive. Difficult to glue because of the foil face.
- Extruded polystyrene (XPS). Great R-value, strong, flexible, elastic, easy to cut and easy to glue. My personal favorite.
P.S. As you probably know, lots of glues, particularly the ones that air dry, don't work well with foam. I've had better luck with spray-on adhesives from 3M, like Super 77. Other people like Gorilla Glue.
And to add to GPW's comment about 2x the thickness being 8x as strong ... that's true ... only if you're loading the foam in bending. Not true, for instance, for foam in your walls.
Good luck with your project!