Insulation itself will have very little impact on your system.
For a theater, if you want to minimize sound travel to other rooms, then acoustically dampening the room with offset stud walls and double drywall with green glue and no wall penetrations will go a long way to soundproofing the space. Acoustical paneling and careful room engineering will then go further to enhance the audio qualities of the room itself, in conjuction with great speakers.
For the other zones discrete amplification with a properly zoned pre-amp will go a long way to getting things started. From there, true speakers, instead of in-wall speakers can help in the rooms, but each room should be individually addressed for the type of audio you are looking to put into those areas. A dining room may have significantly different audio requirements then the master bedroom, or a large rec. room.
