TO determine if you have "enough" insulation, look at it, measure it, and research the R-value for your home and the R-value that the depth of insulation you measured provides. You can add additional insulation, even if it meets the recommended R-value for your area. The R-values values differ throughout the country (depending on how far North you are). They also differ from insulation to insulation, so no specific answer can suffice.
As for your original question, there are plenty of insulation options for the ceiling of the garage, especially because losing an inch or two of space down from the ceiling should not be an issue in a garage except for a few isolated spaces. It also is a good presumption that your problem lies there.
What you use somewhat depends on what is already on the ceiling: is it finished with drywall or do you have exposed beams? If exposed beams, obviously put regular fibergalss insualtion between the joists and drywall it. There are also plenty of different rigid insulation boards you can apply to the ceiling no matter what is on it already. But the best thing would be to determine what sort of insulation, if any, the ceiling currently has, and then add to it if it is insuffucient.
Also, the problem might be the result of a poorly-engineered duct system. Your bedroom is probably at the end of your duct run, and simply might not be receiving enough heat. So in addition to the other good quick-fixes other people recommended (insulated curtains being perhaps the best), you can of course adjust the vents by closing the vents outside the bedroom and purchasing a vent that does not restrict air so much in the bedroom so as to force more heated air to the bedroom. Doing so does make your furnace work harder, though, so more/better insulation is the better long-term solution.
[This message has been edited by Lawrence (edited December 11, 2000).]