Chevy & GMC Vans

and cooler in the summer. Would it be simple to add some kind of insulation? I have heard of some insulation that is pretty thin - maybe 1/2" - but adds a significant r value.

Is it easier to take off the interior panels? Are there pockets to stuff insulation in?

There should be room to put some sort of insulation under the panels.
You would be better to remove the interior panels to make sure you get the insulation even across most of the body. I would also advise you use something that will not retain water or moisture. That could lead to future rust problems. Even if your not getting the interior wet in any way insulation will cause temp differances that will cause condensation. So you dont want the insulation to retain that and hold it next to your sheet metal.

You could look into products such as dyno mat its usually used for sound deadening but I belive they have a thermal product too. It is rather expencive but Im sure there are cheaper alternitives available.

However the windows are going to cause the most loss of heat and cold.

Windows are nasty - there is no way around them. What I am thinking about now is something to make my fanny more comfortable (temperature) when it is sleeping on a mattress in the rear area I guess for the floor I could install some rubber pads - the kind you see in kids rooms that interlock? that would be cheap and pretty durable with a rug on top of them to hold them together.

You should check out the school bus conversion forums. Lot of experience on them insulating big steel shells.