I have stained glass film on windows arranged in a gothic arch shape and lots of "frosted" glass film on the kitchen windows, windows in doors, and side panel windows on either side of the front door.
Granted - these are under the porch or a covered parking area - but they provide privacy in shaded areas.
I have the heat reflective film on most (not all) of the windows that do get a lot of sun. I need to replace a few of them - they've bubbled in the eight years since I originally started putting them on the glass in 2006.
I have blinds in the windows and drapes/curtains over most of the bedroom & bathroom windows, too.
Sunlight going through glass changes UV rays to infra-red rays once they bounce off stuff inside the house. Infra-red is also known as heat...the warm patch of sunlight on the floor that your cat or dog curls up in is warmer than the rest of the floor for a reason. Keep the sunlight out if you want to keep the heat out.
I've also heard that if you want summer shade - morning glory vines grow fast, soak up sun shade a brick wall or windows behind trellis - but can be cleared out relatively easily in the fall after they've died.
Window screens can be made with a special heavy screening material that blocks more light than usual - since they go on the OUTSIDE of the window, they keep the heat from getting into the house, let you open the glass for a breeze without light or bugs getting inside, and can be removed & stored when the weather cools off and you want to use the greenhouse effect to warm the house just a bit.