Electronegative gases make good insulators since the ions rapidly combine with the ions produced in the spark. However, they tend to be corrosive. Some gases though, dissociate only where the discharge is (or wants to be), making them particularly good insulators.
Gases with electronegative species (i.e. halogens such as chlorine) make good insulators, hence the popularity of SF6, which is not only dense (breakdown voltage is roughly proportional to density) but is mostly Fluorine, a highly electronegative element. The halogenated hydrocarbon refrigerants are also a popular insulator. CCl4, CCl2F2, CCl3F, and C2Cl2F4
Unfortunately, the cost of insulating gases has greatly increased in the last few years largely due to the various treaties regulating halocarbon refrigerants. The traditional Freons (R-12, R-22) are not being produced any more, and are quite expensive. Since the regulatory thrust eliminated chlorinated alkanes, modern refrigerants are relying more on fluorinated or per-fluoro hydrocarbons (e.g.HC-134a) . Unfortunately, plant capacity is limited, and plants that used to make SF6 are now making fluorinated hydrocarbons resulting in much higher prices for SF6. In the mid 1980's SF6 was about $3-4/lb. Now, in the mid 90's, it is about $100/lb. Since a pound is only about 10 liters, filling up a large insulating tank with SF6 has become a very expensive proposition.
The breakdown voltage of most gases can be increased by increasing the absolute pressure. In the case of some gases, there is a limit imposed by the liquefaction point at normal operating temperatures (i.e. Freon 12 liquifies at 5 atmospheres). Mixtures of gases can overcome some of these issues and a mixture of Freon 12 and Nitrogen was popular.
One disadvantage of the halogenated compounds is that the dissociation products are highly corrosive, so it is important that operating voltages remain well below corona starting voltages. Even air forms highly reactive nitrogen oxides and other corrosive compounds, particularly if there is any water vapor present. High pressure air can also support combustion due to the oxygen content. Pure Nitrogen seems to not have these disadvantages, although its breakdown is only about 15 % better than air.
Air - approximate breakdown is 30 kV/cm at 1 atm. = 30 + 1.53d where d in cm. The breakdown of air is very well researched, to the point where the breakdown voltage of a calibrated gap is used to measure high voltages.
Freons- The vapor pressure of CCl2F2 (R-12) is 90 psi at 23C, where the breakdown is some 17 times that of air at 1 atm. An even higher insulating strength can be obtained by adding nitrogen to the saturated CCl2F2 to bring the total pressuire to the desired value. The saturated vapor pressure of C2Cl2F4 at 23C is 2 atm abs, at which condition it has a relative dielectric strength of 5.6 times N2 at 1 atm
Sulfur Hexafluoride (SF6) - Sulfur Hexafluoride is probably the most popular insulating gas, although its cost has risen dramatically recently.
Hydrogen - Hydrogen gas is not a particularly good insulator (65% of air) from a breakdown voltage standpoint. Its very low viscosity and high thermal capacity make it an insulating gas of choice for high speed, high voltage machinery such as turbo generators. There isn't an explosion hazard, provided that the oxygen content in the hydrogen tank is kept below the flammable limit (around 5%). Of course, hydrogen has lots of other handling problems, including hydrogen embrittlement, it leaks through very tiny holes (even the pores in the metal tanks), and perfectly colorless, but very hot, flames.
Relative spark breakdown strength of gases