This depends upon the quality of the existing external wall and whether rendering is being considered. If it is, use an external insulation system with the render finish. This can use the high thermal mass of the existing walls for summer cooling and a more even winter temperature. If rendering is unviable, then an internal dry-lining system will need to be adopted. There are a range of types of available, such as fixing thermal plasterboard lining straight onto walls or using fixings (of timber or metal) that allow for a breathable gap between the wall and panels. Check British Gypsum’s website for options. The energy efficiency of any system is usually a compromise between space and cost, less space used = greater capital cost. Note the structure will be very thermally responsive, ie. it will heat up quickly and cool quickly due to the lack of thermal mass.