Hi,
Here is a nicely done home that uses double stud walls and cellulose:
http://www.builditsolar.com/Projects/SolarHomes/MAZeroEnergy/MAZeroEnergy.htm
Some more double stud wall material here:
http://www.builditsolar.com/Projects/SolarHomes/constructionps.htm#Double
If you want the lowest cost way to get wall R values up in the mid 20's with not thermal bridging, I think the horizontally strapped or Mooney wall is a good way to go:
http://www.builditsolar.com/Projects/SolarHomes/constructionps.htm#Stick
The first "gimmie shelter" example is very good, and the Mooney wall entry is quite detailed.
The Larsen Truss is another not so expensive way to get high R values with minimal thermal bridging:
http://www.builditsolar.com/Projects/SolarHomes/LarsenTruss/LarsenTruss.htm
You can use my Home Heat Loss calculator to play with heat loss from each componetnt (walls, ceilings, windows, infiltration) separately -- just plug in the degrees days for an area near you and enter the R values for the kind of construction you are interested in. It will give the loss through each component and the cost of the energy you are using for each component -- you can play around with improving each component independently. With respect, statements like only 10% of the heat goes out the walls are kind of misleading in that they assume some typical construction of the other components.
It literally only takes 5 easy minutes to see the actual heat loss and dollar numbers for your the house construction you are interested in in your area.
http://www.builditsolar.com/References/Calculators/HeatLoss/HeatLoss.htm
The calculator is free -- if you have any trouble with the inputs, drop me an email.
When you do the wall R values, bear in mind that the the thermal bridging of the studs in conventional walls cuts the R value by a fair bit. A wall insulated with R 19 insulation ends up more like R15. The whole wall calculator will give you actual R values for all the common wall constructions that include thermal bridging.
(broken link removed to http://www.ornl.gov/sci/roofs+walls/AWT/InteractiveCalculators/rvalueinfo.htm)
I'm personally not convinced that the spray foam is needed as a component of a double stud wall. Many many double stud walls have been built with just dense pack cellulose insulation, and I've not heard bad things about these. The foam (especially if closed cell) is nice, but substantially increases the cost of the wall. If you put a few bucks into being careful not to build in water vapor and condensation problems, its probably not needed.
Gary