This is a current hot topic for me. I'm dealing with the same scenario, only the attic was previously finished, but very poorly done. I have added an extra room up there, finishing off the last of the attic space. I had one gable vent and a couple roof vents, one over the bathroom. Since I really have no effective venting, I'm choosing to insulate everything. In the bathroom (which is gutted now), and the new room, I'm leaning towards polystyrene boards cut to fit between the rafters with a radiant barrier and 1" gap between the roof and radiant barrier. Then I would have a layer of the same rigid foam over the rafters with the drywall over that. Spray foam is too expensive at this point, and this seems to be a good DIY alternative. I'll probably do the knee walls the same way, or with batts then covered in 2" polystyrene.
The existing insulation up there was R13 fiberglass batts over the foam channels mentioned above, but again, there are no soffit vents. The batts also stopped about 2-3 feet from the top of the rafters, so the drywall is hot to the touch above that point, on hot days, and presumably a lot of heat is lost in the winter. The knee walls are not insulated. In order to properly fix the main room, a rather large bedroom, I'd have to tear down all of the drywall, which really isn't feasible at this point, so I'm not sure what I'm going to do there.
I've been struggling with this problem since I bought this house 8 months ago, and I've been reading everything I can find on the topic. I've gotten some good advice on these boards. I think the ideal, 'money is no object' answer is to pay someone to come in and gut the whole place and use closed cell spray foam. When you're trying to do it as cheaply as possible, and planning to do everything yourself, it's a tough scenario to be in. It'll be nice to have that space back some day.