These cool ice shot glasses can be found on the ThinkGeek website. I ordered some for my boyfriend and they are fantastic. They come as a mold of four shot glasses. You fill the mold up with water and put it in the freezer. Once it's frozen, you just pop them out of the mold and pour in the tequila!
If you don't like the ones at ThinkGeek, they have some pretty nice ones on Amazon, as well.