Proper insulation is the key to an energy efficient home, and most new houses are insulated before the walls are finished. If you have an older home that has not been properly insulated, there is an easy fix that does not involve removing the wallboard. You can make a series of small holes in the wall and blow in cellulose or fibreglass insulation, and then simply patch the holes.
Remove all furniture from the room or cover it with plastic sheeting.
Locate the studs in the wall you want to insulate and drill holes between the studs at the top of the wall. Use an electronic stud finder, or tap along the wall, listening for solid sounds (the studs) as opposed to hollow sounds (the space between the studs). Try to find as inconspicuous a place as possible for these holes. They should be slightly larger than the nozzle of the insulation blower.
Fill the bucket of the insulation blower with insulation, insert the nozzle into each hole and fill the bay between the two studs with insulation. Hold a rag around the hole as you are working to prevent blowback. Knock on the wall as you are blowing to dislodge insulation that becomes stuck on electrical wires or pipes in the wall.
Spray some canned foam insulation in each hole to seal it when the bay is full. Fill the hole about half full of spray foam and let it expand to fill the hole. When it dries, it will bulge out of the hole, so use a utility knife to cut it flush to the wall.
Spread a coat of joint compound over the hole and let it dry. Spread a second coat and feather it into the wall with a drywall blade. When this coat dries, sand it with 120-grit sandpaper, apply a third coat if necessary, and sand this coat when it dries.
Paint the hole with the wall colour.
If the wall is an exterior wall, you may prefer to make holes on the outside of the house to avoid filling the room with dust. This is practical if the siding can be removed and replaced easily and you can make the holes in the plywood sheathing. You can usually rent an insulation blower from the dealer who sells you the insulation.
Blowing insulation creates a lot of dust. Be sure to wear a respirator. If you are blowing fibreglass, wear protective clothing as well.