Maybe Gordon was thinking of the foam pots that are available at Home Depot and Lowe's pretty reasonably. I have a couple, they are very light but the walls are about 1/2in thick and have a hard coating. They retain moisture well and also would insulate against the soil freezing much better than a plain plastic pot. (sorry, can't get any pictures right now, it's raining)
Also if you can position your container flat on the roof, and preferably against a south or west facing wall, it will warm up in the daytime and benefit from the heat sink effect of the wall and floor (roof) at night. Protect from the wind at all costs! It's drying as well as cooling.
I've had seedlings of nasturtium stay alive through a Utah (zone 5) winter in a bed against a south facing wall.