Why do we use glasses for cold drinks?  

Glass equaled wealth
For a long time glass and the usage of it signaled wealth. So it's my guess that this started the habit. When glass became affordable for the masses, then everyone wanted to use it as much as possible. I am thinking about a parallel...
In New England, where I live, it used to be that paint, especially white paint was too expensive for most people to afford. So people clapboarded and painted only the entrance face of their homes, using untreated cedar shakes over the rest of their abode. Today, the tradition of a white fronting and untreated shingles over the rest of the building is seen all over the region. It is especially traditional on Cape Cod. I imagine the use of glass falls in line with this.

Glass allows us to see the ice...
It allows us to see the bubbling of sparkling water with a lime, or the cool cloudiness of ice tea with a lemon, or the earthy colors of whisky or scotch, or the bubbling fizziness of a cold beer, or the dance of bubbles from champagne. Easily the most magnificient visual effect of a simple nature is a glass beer stein just out of the freezer covered with ice and filled with bubbling lager on a hot summer evening. In drinks with ice, glass combines the swirls in the ice, the bubbles in the carbonation, and the fog and rivulets of condensation on the outside of the glass into an incomparable ensemble of thirst quenching anticipation. Works on me every time. If you like your beer warm, then stoneware is fine. Otherwise, one's missing alot of the joy of a drink if not in a glass.

One other thought...
imagine the dreariness of a vodka martini, shaken not stirred, with a righteous green olive with an impertinent red stuffing hidden within opaque ceramics, no matter how fine. Imagine William Powell and Mryna Loy, Nick and Nora Charles, mixing martinis in hotel in a silver art deco shaker and pouring it into a coffee mug. Somethings are just not done! Even after the great and good reforms of women's liberation, mens great sensitizing, and hopefully eventually gay marriage, martinis and their cousins, my next of kin actually, gibsons, STILL have to be drunk out of a stemmed glass. Don't you agree? 🙂

One more thought...
Glass isn't good for everything though. I've got a cocktail shaker with a silver cap and a glass body and it depresses me everytime I use it. So I don't unless the crowd requires it. A shaker should be all metal. Don't ask me why. It feels more like a shake, that's all. It feels like its getting the martini and the ice more SHAKEN! Its slightly noisier. And there's something magnificient about watching the metal sweat, before revealing the magic elixir in the stemmed glass. I'm getting thirsty.

Well, yes, there is the aesthetics of it all
dcw I now need to go mix myself a martini.... in my all-steel shaker, poured into freezer cold cocktail glasses with a 'righteous' green olive. Then I shall watch as the warm late summer air condenses and runs down the exterior as I sip it's chilly rapture. There IS a reason I use the screen name 'olive' you know 😉

SIMPLY MARKETING
Imagine you are an advertiser company trying to promote a vodka, whiskey, wine, beer, champagne, nor brandy brand, using a ceramic mug.Well, tough job for the Art Director, or the photographer. In the other hand, they have done a great job with cans. But sodas and beers, are more likely linked to body coolants and fear inhibitors, rather than the erotic and dramatic glass container displaying the very fine cold drinks! When it come to drink it's visual and maniac, as opposite to cigarette which is tasty and amoniac. That's the way it is. Cheers.

Well, shiver me timbers,
I should have known Olive was a nom d'plume...but I actually so enjoyed finally knowing a person named Olive that the thought never occurred to me. I grow more guiless as I age. Perhaps I shall have to change my DA name to Vermouth. In any case, I stubbornly (and as usual probably wrongly) insist that what glass allows one to see and sense in what we drink are why we use glass for many libations.
And now a thought experiment of the kind Einstein was once made famous (no, its not quite on that scale genius of the Einstein-Podolsky-Rosen Paradox): get a glass and a ceramic mug, set side by side on the counter of your mind, and imagine pouring each three quarters full of whole milk, better yet, fantasize dangerously and imagine some raw milk. Skim the glorious cream off the top and fill both vessels. Now both vessels-- though neither being the vessel with the pestle--do in fantasy hold the brew that is true. Or was that the chalice in the palace? Oh, it makes no matter. In any case, mentally step back. Take a look at both. Ask the following question: which one looks more scrumptious, more flowing with the milk of bovine kindness? Next, mentally belly up to the counter and take a sip of each. Which one is more pleasant to drink--to the lips, to the tongue, to the throat, to the gizard? When I do this experiment, which I have just done by typing it, I say the glass every time. Your results may vary. 🙂

One caveat about the post above...
it seems that the Einstein-Podolsky-Rosen Paradox turns out not to be a paradox at all. You remember the once famous EPR paradox. If you don't (though you probably do because you are scientifically trained as I recall), I'll hazard a clumsy description, as I'm not a scientist.
Without putting to fine a point on it, Einstein was crabby about Quantum Mechanics' implications that events could be interrelated without requiring localized physical causality. So he and his buddies Podolsky and Rosen hatched up a thought experiment to demonstrate the absurdity of the implication of this property of QM (quantum entanglement I believe it is called). They imagined a couple of entangled electrons get sent to opposite sides of the galaxy or universe and show how QM predicts that altering the spin of one would alter the spin of another across great distances. They politely referred to this as a paradox that violated the physics assumption that things here effect things here, but not around the block or across the universe.
Now, I am told by a scientist that some other scientists five or eight years back at Cerne, Switzerland, or somewhere, separated a couple of entangled electrons (perhaps it was an even tinier particle). They held one in Cerne and sent another one off through a telephone line, probably across the Alps (lucky electron). Some how they altered the spin of the electron held in Cerne and measured a statistically significant corresponding change in the spin of the other. Put another way, they proved that what Einstein said was an impossible, preposterous paradox was utterly true. As I often say, even the great ones strike out occassionally.
So what is the relevance of all this to my milky thought experiment above? Simple. It may be proven utterly wrong, but until it is, I'm sticking to it. 🙂

Didn't you mean to say...'udderly' wrong?
snicker snort giggle... sorry couldn't help it. You wrote that interesting Einsteinian tidbit and I glommed onto the pun... do forgive.
I do think the marketing angle, the pleasure and angle and the wealth concept all play a factor here. Humans are by nature, hedonists. We like to feel important and we like our pleasures. Martini's for me thank you...although I'd never turn down an ice cold glass of milk! BTW, my given name is Kerry.

Is glass a better insulator...
Is glass a better insulator than ceramics?

Basically...
they are the same material...mostly aluminum silicate but most ceramics are slightly slower in conducting the heat because of porosity...than again, a high iron content (any red clay) willincrease conductivity, but most household ceramics are not at thin as glass, so...

Ah, Olive nee Kerry, my given name is...
rather long owing to a complex family dynamic and too much (or too little) tradition (I can't be sure which). It is: Jean Brett Carroll Merle Randy Francis Shelley Dee Chris Wilson. My family has long been obsessed with androgynous names. How they missed Kerry, I do not know. Can ya believe it? 😉
Seriously, my name is just plain Don. I'm trying to be a little slap happy the last few posts to make up for some of my soberingly overlong, aggravatingly overthoughtful posts of the last few weeks.
Take no offence, please. All thought and no play makes Jean Bret Carroll Merle Randy Francis Shelley Dee Chris Wilson a dull...uh...person.