The U value depends on the material you use, its thickness and on the surface resistance of the air.
You can read about thermal transmittance here:
http://en.wikipedia.org/wiki/Thermal_transmittance
About the U value in the link indicated bu Samovar, those elements have rather bad insulation performance.
Generally speaking, you want the lowest U value as possible (according to your budget).
For example, the best performing exterior wall listed in that page has a U value of 0,6 W/m2K. Here in Italy, it is not legal to build anything with such a low performance (current maximum allowed U value in my area is 0,24 for the vertical opaque envelope).
For passive design, the maximum U value is 0,15 for walls and roofs, and 0,80 for windows (Uw).
If you tell me more about what you need these values for, I may be able to help you more.