Everyone knows heat rises - in an uninsulated house up to 25% of your heating energy is going straight through your roof. Since insulating your roof is amongst the simplest and most cost-effective energy efficiency measures you can take, there really is no excuse for not having it done, or doing it yourself...particularly given the amount of funding available.
Ideally you should have 270mm of insulation in your loft – if your loft is already insulated, check that you've got enough. If everyone in the UK had 270mm loft insulation, we would save nearly £500 million and 2.7 million tonnes of carbon dioxide every year between us, the equivalent of taking 100,000 cars off the road (Energy Saving Trust).
If your loft has easy access and is well ventilated, then it should be easy to insulate yourself – simply roll insulation blanket or batts between the joists, right into the eaves, and make sure there are no gaps, and then roll more blanket or batts perpendicularly across the joists to the required overall depth. Do not squash or crush the insulation as this will reduce its thermal properties.
Alternatively, should you wish to use your loft for storage, insulate between the joists as above, and then either lay further joists across, insulate between and then board out, or you can lay structural/rigid insulation boards directly onto the existing joists and then board out.
In both cases remember to insulate the loft hatch as well, and fit draught excluders!
When creating a 'cold roof', you must ensure that the loft space is adequately ventilated so as to avoid any damp problems that may eventually rot roof timbers. You must also ensure that any water tanks and pipework in the loft are well-insulated; otherwise they may freeze in the winter and burst – you won’t know til they thaw!
Should you wish to use your loft as a living space, then you need to create a ‘warm roof’. Do this by insulating under the roof between the rafters using boards, ideally leaving ventilation space between the boards and the underside of the roof surface, and then insulate with further boards across the rafters on the inside. Some insulation boards can be plastered, or you can use insulated plasterboard.
If however your loft is difficult to access or has irregular joists, you can use a loose-fill material, simply poured (or, if very difficult to access, blown) over the joists to the required depth. See Materials - Insulation for more details.
Flat roofs require a very different approach, and one best done by a professional. Ideally the insulation should be applied between the rafters and also from above, either above or below the waterproof layer.