What is the best dielectric?

I’m no physicist but a gas, sodium hexafluoride, seems to qualify as a great dielectric.

I saw a demonstration on the "Tonight Show" where a firing stun-gun was placed in a fish tank full of this stuff.
The spark WOULD NOT arc from one side to the other!
This had to be several thousand volts?
I'm sure the gas could manage to contain the electrons in a speaker cable.

Also, Mr. Leno stuck his face into the same tank to listen to the gas lower the timbre of his voice.
While this is cool by itself, it demonstates that the gas is non-toxic.

I wonder if anyone has tried using this for audio?

Teflon (PTFE) is better than most, and found in Nordost and other high-end cables. Air separating the Teflon is better still. Certain [noncombustible] gases even more so.

Yes- A vacuum is the best. BUT- Containing vacuums and gases is tricky/expensive, and therefore not often practical (http://www.taralabs.com/images/31479_eprint.pdf). Some manufacturers create a foam of a plastic and air which does work well. Teflon is usually considered the best(after vacuum/air/distance) in any dielectric application.

Of the materials typically found in audio cables, natural unbleached cotton is closest to air in dielectric constant. Teflon and polyolefin are good practical alternatives thereafter. Polyolefin heat-shrink tube is stronger than teflon & easier to work into DIY designs.