You can get unfaced fiberglass insulation - that's what I used on my walls. Cover it with some thin plastic drop cloth sheets stapled to the studs for a vapor barrier and you're good, unfaced is cheap too. The ceiling was the expensive part, I used kraft faced for that.
I would never, ever, ever, ever, ever paint or epoxy the floor of a building I'm working in. It will chip off and look like ass very quickly. Beer drinking room? Sure. Instead, I would recommend just having your concrete guy put a very smooth finish on it and seal it - done deal, easy to sweep and it always looks the same no matter how much work you do in there.