The good stuff is pretty expensive....
http://store.hamiltonmarine.com/browse.cfm/4,11640.html This stuff has an inner core that is like a lead sheet, then has foam on either side. Note that it weighs a lot, one pound per square foot. It is very effective, however.
Take your time and get it glued on really well. Being so heavy it wants to pull off the walls so make sure the surface is clean before trying to stick it down.