Much research has been performed in the field of thermal barrier coatings (TBCs) deposited by atmospheric plasma spraying of ZrO2-Y2O3. The necessity of efficient thermal insulation, corrosion resistance, and sufficient lifetime under thermomechanical loads promotes the development of TBCs of several millimeters in thickness. However, some problems arise with the production of thick TBCs, such as poor adhesion and low thermal shock resistance. These problems are not observed clearly when the TBCs are, for example, 300 µm thick. This article presents strategies of thick TBC lifetime optimization by different cooling systems. Attempts have been made to improve thermal shock resistance (TSR) by applying thicker coatings with graded porosity, but they failed. Besides metallographical evaluation and scanning electron microscopy (SEM) analysis, microcracks and porosity were determined. Furthermore, the results of bond strength and burner rig tests are presented, and forthcoming experimental tasks are outlined.