Thermal barrier materials are provided that possess low heat capacity and low thermal conductivity, while at the same time, high structural integrity and robustness. In some embodiments, the disclosed coating comprises metal-containing spheres that are sintered or glued together and/or embedded in a matrix. The coating has at least 60% void volume fraction and closed porosity. The coating thickness is from 50 microns to 500 microns, and the metal spheres have an average diameter that is from about 5% to about 30% of the coating thickness. In some embodiments, the metal spheres have an average diameter that is 4-10 times smaller than the coating thickness. Thermal barrier materials with these coatings can be beneficial in engine applications, for example.