Aerogel, also known as “solid smoke”, “frozen smoke”, and “solid air”, is the least dense solid known to science. It is created by removing the liquid portion of a gel and replacing it with a gas. The resulting substance has extremely low density and thermal conductivity. Silica aerogel, derived from silica gel, is also extremely strong - it can support objects of over one thousand times its own weight.
Interestingly, despite being extremely resistant to heat, cold, and weight, aerogel has one weakness: water. Because it has a large number of hydroxyl groups (OH-) on its surface, it is extremely hydrophilic, causing the aerogel to catastrophically dissolve when placed in water.
If you think aerogel is as cool as I do, then I have good news for you: you can actually buy it online. You can buy it here for as little as $25: [x]
(Side note: I bought some of this once just because, and also because I wanted to do some experiments on it. 100% worth it.)