What material should I use to insulate my MOSFET from a heatsink?
Depending on the MOSFET package, mica washers are an option. 

A common through-hole package for MOSFETs is the TO-220, where the metal tab looks like this from the back:

 (source: Wikipedia)

Edit: OP clarifies that their MOSFETs are TO-247 packages, for which the TO-220 insulators can be used - or TO-247 ones possibly, though those don't seem to be sold as a distinct product much.

For these, mica insulator kits are available at extremely low prices, containing the washer itself, a nut, bolt, spring washer, and an insulating sleeve to isolate the bolt from the metal tab:

 (source)

Insulation is preferably done for each of the MOSFETs you are attaching to a heat-sink, to avoid undesired short circuits. 

You should also use a bit of heat-sink compound between the mica and the metal tab, as well as between the mica and the heat sink itself.