Unless you have deep pockets, you are going to be a captive to the local construction market which is concrete and clay tile type masonry. You just need to add 2 to 4 inches of styrofoam to the outside before they put on the stucco....or you could do it ICF style and use 2" inside and out, although I like my thermal mass on the inside.
Unless there is an ICF supplier or contractor successfully operating locally, it will be much easier to add insulation to "standard" construction .......unless you are very brave.
Bruce