For those who are not afraid with hard data.
Here are some

Clothing Evaporative Resistance: Its Measurements and Application in Prediction of Heat Strain (Faming Wang, 2011)
http://lup.lub.lu.se/luur/download?f...ileOId=2753629

and

Thermal conductivity of some common materials and gases
http://www.engineeringtoolbox.com/th...ity-d_429.html

and the best relevant insulation materials and gas are :
1- urethane foam
2- air
3- cotton wool (when dry)
4- foamed (plastics, polystyrene, polyurethane)