Those isolators can make a difference in the vibrations as already mentioned, which, depending on your building, *may* be the most bothersome part of the woofer. Without a sound treatment project for the floor and ceiling, your low frequencies are still going to be doing what they want. However, you may find decoupling, either with DIY materials or a store-bought isolator is enough to take the edge off. And yes, a sound mat between the MDF and the sub's base would be a little additional help for vibrations, but it also dampens some of the sound being produced, which the MDF helps reflect. With the foam under the MDF base, you should be getting enough vibration management that you don't need to reduce the sound you want with an extra mat layer.
Insulating the walls falls under the anything helps category, but it may not be worth the effort, time and cost for the benefit it ends up providing. It'll help reduce vibrations and since the walls are part of the entire home's structure, there is some value in doing it, but the floor is still going to be the issue. Definitely make an isolator your first step, since they're the easy and most affordable.