An air cooled airfoil for use in a gas turbine engine includes a base, a porous material on the base, and a thermal barrier coating (TBC) applied to the porous material, with cooling holes in the base and the TBC to allow for cooling air to flow from within the airfoil to the surface of the airfoil, and where the porous material has a higher density near the TBC interface than at the base interface. The higher density at the TBC interface provides for a rigid support structure for the TBC as well as higher heat transfer than would the lower density porous material near the base, the lower density porous material near the base acting to reduce heat transfer to the base and therefore promote heat transfer into the cooling air passing through the porous material and out onto the airfoil surface. An additional embodiment includes an airfoil having a plurality of outward facing cavities, each cavity being filled with a porous material having varying density and covered with a TBC layer.