http://stardust.jpl.nasa.gov/tech/aerogel.html
This is the lightest solid, made up of 99.8% air.
It has remarkable insulation ability for both sound and heat. In fact, if one could afford to insulate a 3-4 bedroom home with it (it's about $1/sq inch) a single candle would all that would be necessary to provide heat (except that the house will eventually get too hot.)
The problem is cost. If that can be overcome, all building heating would become unnecessary.