A Vacuum A vacuum is by far the best known insulator for keeping things cold. Wikipedia gives it an R-value of 14-66 per inch. Compare this to white styrofoam with an R value of 3.6-4.7 and you can see just how incredible a vacuum is at keeping things cold.
For the best insulation, one would want higher thickness and lower thermal conductivity. If you have 2 cups of equal thickness, one glass and one plastic, the plastic cup will insulate 5-10 times better than the glass cup, because the thermal conductivity of plastic is 5-10 times lower than than that of glass.