I have always used double walled glass shot glasses for pulling espresso

As expected i first tried the bodum glass insulated espresso cups which are a lot more expensive for two yet for less money i got four of these

The only advantage in the bodums is that they have a rubber bottom which prevents the glasses from drifting on a vibrating espresso machine

The cutehoms are wider and that is important to me because i can pull an espresso shot without the initial spurt spilling over the edge