Are there any types of tile with insulating properties?
What kind of construction is the floor? It seems to me that the floor would be your main heat loss culprit if you're up to a sufficient insulation value in the walls and ceiling. 

To answer your question directly: There are no ceramic or composite tiles that significantly add to the R-value of the structure. However, there are additional materials that you can place inside the walls. 

I would look into other things, like heat loss through a window, or through a fan vent that draws air, or through the floor. If the room still feels cold, I would definitely include in your renovation a heated floor mat, which gets embedded in self-leveling cement and then tiled over. Having a nice warm floor in the morning when you get out of the shower is one of the ultimate simple luxuries in my opinion.