Which kinds of vessels insulate well?
After some thought on this, an isolating form for baking seems to be counterintuitive. It is about heating the dough, isn't it.

From an insulating standpoint, your best bet is probably a silicone baking form. Aluminum conducts heat about 300x better than glass, and silicone insulates about 4x better than glass. Also, the thicker the material, the better the thermal insulation generally. 

Here are a few values of thermal conductivity in W/(mK) for typical kitchen materials


400 Copper
235 Aluminum
50-ish Steel           
15-ish Stainless Steel
2-ish Stone
0.8 Glass
0.2 Silicone


As rumtscho points out, pyrex may be a bad choice, because it is transmitting infrared light so well. Also, it is unclear as to how well silicone transmits infrared. Silicone materials can vary wildly in physical and optical characteristics. 

Pure silicone forms only work for some geometries, too. Soft form sides don't work well with rectangular geometries, for instance. Round forms work fine, though. 

On further thought, with forms that do not transmit heat along the perimeter, the forms should be turned in the oven more often, because no oven heat is truly homogenous. 

A compromise would be a silicone coated metal form. Cant say anything about these. 

Personally, I hate baking in thin-walled glass containers, being scared of breaking them when any amount of prying is needed. 

I love my soft silicone muffin forms. 

But for cake, I go metal.