Install energy-efficient low-e (low-emissivity) windows. Note that soft-coat low-e windows provide somewhat higher efficiency than hard-coat low-e windows.
Plant a tree to shade a hot window. Choose a deciduous tree if you want the sun to warm the window in wintertime.
Install wood shutters (either colonial or plantation style) or two-inch-wide wooden venetian blinds over the window and close them when the sun beams directly in. Wood has excellent heat-blocking properties.
Hang pleated window shades with three (or at least two) layers of honeycomb fabric.
Apply a thermal window film. Do-it-yourself films are available at home centers.
Layer traditional window treatments by putting generously shirred sheers (don't let them touch the glass) followed by an air gap and then a lined window treatment that you close during the heat of the day. The air gaps between the glass, the sheers, and the lined window treatment provide insulation.
Line draperies with suedelike, thermal fabric.
Mount a roller shade behind your curtains or drapes and pull it down during the heat of the day. Or install a custom-made foil-core roller shade that's energy-efficient enough to be a stand-alone heat barrier.
Select the right vertical blinds if that's your window treatment of choice. Choose curved louvers with fabric inserts that close snugly for the best barrier; you can enhance their efficiency with a window shade installed behind the vertical blinds.
Sew your own "sheers" out of white shade cloth, a sun-filtering mesh sold at garden centers.