I went through this excersize about three years ago when trying to decide what to do when running about 100 feet of 1 1/4 inch pipes from my barn to the house. Get your pen and paper out and cost out the va. This will help you make the decision. And, regarless of the input you get from everyone hear, the costs vary widely by region so check with your local suppliers. That includes the cost to put foam in the trench. You can by kits and do it yourself or hire someone to spray after you have done all the grunt work laying the pipe. Foam costs vary quite a bit, but make sure you compare the same types of foam and similar applications.
I looked at the approach Yanche used, which sounded ideal to me. Turned out to be the most expensive, by far, for materials, regardless of whether I used copper or iron pipe, Schedule 40 or thin-walled sewer pipe. I checked several different places for materials prices, and even with contractor pricing I couldn't get acceptable numbers. Plus this would have been the most labor intensive and probably required the most time for me to do the install myself.
Foam in trench also would have been labor intensive for the pipe work if I used copper or iron pipe, but pricing wasn't too bad for 1 1/4 oxygen barrier pex. If you consider this option make sure you can get the pex because I did see some supply shortages when I was sourcing the long rolls I wanted so I would have no underground splices. The quotes I received for the foam from local contractors varied considerably, but all made this an expensive option too. I looked at the kits. Doing all the work myself, including the foam, made this option competitive.
The third option, which I ended up going with, was 1 1/4 thermapex purchased from one of the local companies that does installs for one of the outdoor wood boiler companies. The pipe was expensive, but it turned out, with fittings to connect to 1 1/4 copper (which is what I ran inside the barn to connect to my boiler), was marginally less than the foam in trench option. A major benefit was the install was quick and easy. Dug my trench and put the pipe into it, running one end into the barn and the other into the house. Filled the trench, made my inside connections and lit my boiler. The depth of my trench averages about 30 inches. In a few places where I had to skirt the corner of my septic tank and footings for my deck poles I'm probably not much more than a foot deep. But I have noticed no snow melt on the surface, even in the shallow areas. If you look at this option keep in mind that you cannot make a tight turn so a straight run is ideal. Also, do it when it is warm out. Handling a 100 foot length of this insulated pipe when it is cold is challenging if you don't have help.
The thermapex is a nice product and there are other similar products out there. I was surprised that the cost to use this option turned out to be the least, not counting the labor savings. Materials may be cheaper in your area, or the thermapex could be more expensive. But this is the solution that worked for me and I have no worries about leaks or saturated foam.
House is warm and wife is happy. Oil boiler inside the house feels neglected.