The supply duct should have been insulated from the start. Use a fiberglass blanket with foil facing, typically 1.5 to 2 inches thick. Most importantly in your case, the foil facing is meant to function as a vapor barrier, so you will need to use duct tape to seal all joints and prevent moisture in ambient air from reaching the surface of the duct. Install insulation continuously from the discharge of your indoor unit to all supply outlets. There is little variation between insulation products of this type from various manufacturers.
Also most curious is the lack of a return duct? Why did you mention that? Where do you live? Since you'll be opening up walls and ceilings to insulate, I'd really consider having return ductwork installed to reduce your energy bills.
