Concrete – cinderblock

The easiest way to insulate concrete block is to glue foam insulation board directly to the block. These boards come in 4 ft X 8 ft sheets and different R values. The other method is to build a wood or steel stud wall along the block to hold blanket style insulation along with electrical wiring etc. This method is a lot more work, but gives you a base to install sheetrock later on.

Depending on whether or not you want the attic area insulated or not, blanket or blown in insulation can be installed into the ceiling. ( this assumes you have a sheathed ceiling). Otherwise, you can install blanket insulation between the rafters. Depending on budget, sprayed in foam insulation is fantastic. You may also want to look at some venting to help exhaust hot air during the summer months. I may add a few comments later, but here's a start.

This is related to your question, but something I felt like commenting on: since your CMU exterior walls are covered up with vinyl siding, you have a perfect opportunity to insulate your house, which should give you quite a lot of bang for buck given that it currently has none. Remove the vinyl siding (carefully), cover the CMUs with 3+ inches of rigid foam or mineral wool boards, and then re-install the siding right over that. The difference in comfort and utility bills should be dramatic.