> it seems to me that an interlocking LEGO style brick would make things go up so much faster and cheaper

Talking to a friend of mine who builds homes, he was looking at cinder blocks and called them quick blocks or something similar.

Anyway, I think they are basically that. Make a wall with staggered blocks, poke rebar down the holes, fill them with concrete and vibrate. You then have a very strong durable wall.

Don't know about r-value though.