I've been considering this, too. Step one is definitely removing or disabling the resonator tube, but I have zero relevant experience or knowledge beyond that. I found some decent, basic information on the Dynamat site, though:
www.dynamat.com
It looks like the order in which to insulate areas depends on what you're after (road noise dampening vs. audio system performance). The biggest road noise culprit seems to be the doors. Just for a ballpark comparison, check out their installation guide for a 1990-2005 MX5:
http://www.dynamat.com/download/vss/...azda_Miata.pdf
Again, I know zero about this topic, so this info is just what I was able to find via a basic Google search.