First off, I'd say follow Liquid Shadow's advice to check out the studio-acoustics forum. There is a lot of great info there from some real pros (Ethan,Glenn,etc.). Knowledge is always your greatest tool, whether you're treating your room or trying to get great tracks/mixes.
Secondly, you are blessed with the 20' length and (especially) the 9' ceiling. I'm stuck in a 14'x9' room with a 7' ceiling myself and it's been a real adventure, to say the least. Ideally, you want to create a great sounding room. In my case, the only real option was to create as acoustically dead a space as possible (between the 4 walls and ceiling I have over 60% coverage, all 4" thick). So, all that being said, here's what I have to share that may help:
The first step should always be 4" thick bass traps in the 4 corners of the room, floor to ceiling. You should make the framed versions if you don't plan on a somewhat permanent installation, otherwise you'll be doing a lot of repair work on those walls when it's time to move. The next step is to address your monitoring (first reflection points,front and rear walls). You can find all the info to determine these reflection points on Ethan's sight, among others, so I won't go into it. I will say that the 9' width will likely require more treatment on the side walls. If the room was another 4-5' wide you'd have an ideal room with minimal treatment.
Now, as far as materials, you basically have 2 choices:rigid fiberglass or rockwool. Rigid fiberglass is easier to work with (cutting,etc), bonds to the adhesive better, and works better for free standing (unframed) traps, due to its rigidity. On the other hand, rockwool is much more cost effective (more absorption per $) and if you're using frames would probably be the best choice. I bought all my rockwool and 703 from ATS Acoustics, since I'm in the Midwest and shipping on this stuff is not cheap. There are several other good sources you can find on the web. For fabric, I either buy from a local surplus fabric store or Walmart ($2.49/yard for 48" wide burlap). Lumber and adhesive from your local building store (as has already been stated in previous posts). And, lastly, make sure you protect yourself (long sleeves, some sort of respirator, gloves) when working with this stuff. And do it outside. The fumes from the adhesive are hell on your lungs. Best of luck. Let us know how it all works out.
Larry