My room is a south-east facing, second story. The non window side gets the afternoon sun. The insulation in walls and ceiling is pretty good, use florescent lighting, have a big AC unit dedicated for the upstairs, but it's still hot. I feel your pain. I do have a ceiling fan to help. In the bedroom on the opposite side of the house, we use a small window unit to supplement the big A.C. I like the window. I keep the curtains closed most of the time to avoid fabric fade and avoid the green house effect, but like to look outside too. I'll probably make new insulated curtains this summer.
In the solarium, we put in a wonderful heat/A.C. unit, it works great, so quiet it's hard to tell when it's on, is energy efficient. The compressor sits on the ground with a wire and small hose connection to the (computer tower sized) in-wall unit. It is a hard worker, but an expensive investment. I have a neat little portable A.C. which I use in a mobile office trailer. The exhaust vent is on a springy 4" hose (like a dryer vent) which I mounted into a piece of scrap plywood, and use little bungee cords to attach it to the roof vent. It is a little bulky, but is a good solution.
Talk to the experts at your local hardware store, and your tax advisor, about government incentives to insulate. In addition to cooling your home, the utilities go down, and you just might be entitled to a tax deduction for the home improvement.