What type of room divider should I use to convert a dining room into a bed room?
My personal perference would be to remove the trim and floor under the opening, frame with 2x4's and then drywall.  Paint and re-trim.

The pocket door will take a little more work depending on where the hinges will be.  If the hinges will be on the side where the door slides into the wall, you will need to open the wall and re-frame that section.  If the door handle will go on that side, you can get away with filling the old pocket with a 2x4, but the wall will be stronger if you re-frame where the pocket was.  Remove the trim, order a custom pre-hung door, install door, re-trim the new door.