The invention is directed to high purity zirconia-based and/or hafnia-based materials and coatings for high temperature cycling applications. Thermal barrier coatings made from the invention high purity material was found to have significantly improved sintering resistance relative to coatings made from current materials of lower purity. The invention materials are high purity zirconia and/or hafnia partially or fully stabilized by one or any combinations of the following stabilizers: yttria, ytterbia, scandia, lanthanide oxide and actinide oxide. Limits for impurity oxide, oxides other than the intended ingredients, that lead to significantly improved sintering resistance were discovered. High purity coating structures suitable for high temperature cycling applications and for application onto a substrate were provided. In one structure, the coating comprises a ceramic matrix, porosity and micro cracks. In another structure, the coating comprises a ceramic matrix, porosity, macro cracks and micro cracks. In another structure, the coating comprises ceramic columns and gaps between the columns. In another structure, the coating comprises ceramic columns, gaps between the columns and nodules distributing randomly in the gaps and columns.