From http://www.kleinbottle.com/drinking_mug_klein_bottle.htm :
"The 7 mm air space separates the inside from the outside, so ice water won't cause condensation. This extends the life of hot or cold drinks, saves energy, and helps stave off the dreaded local thermodynamic equilibrium."
But seriously just read the whole page, this is like a bear hug from a friend I didn't knew I had.