If your mash tun is rectangular or square, you can use the styrofoam sheets from a hardware store (in the insulation aisles). If it is a round one (cooler or converted keg) you would be better off getting something called ArmorCoat. Its an extruded rubber insulation product that is flexible and will form around curves better. Not sure if Home Depot carries it, I normally get it from my neighbor (he's an insulator)