It would help if we knew what climate zone you lived in, the type of house you live in and some construction details.
As has been addressed already, the best way to keep your room less uncomfortable is to, first, keep the sun's rays from getting into the room, and second, keep the sun's rays from hitting the exterior. A whole house fan is very effective at keeping the interior of the house from getting hotter than the outside ambient temperature. It also assures that cooler nighttime air gets inside the house. A small fan that moves the air past you can increase you personal comfort. To reduce ambient air temperature, you will need to use some type of cooler, especially if nighttime temperatures do not go below 85 F.
When I built a second floor addition onto my house, I was concerned about
solar heat gain in the summer. Instead of conventional house wrap, I used micro-perforated aluminized radiant barrier on the exterior walls and left a 3/4 inch air gap between it and the siding. There is a vent along the bottom of the gap that allows air to move behind the siding to the soffit space. I also put a layer of foil-faced bubble insulation under the roof sheathing to form an air passage from the soffit vents to the ridge vent. I used highly reflective asphalt shingles on the roof. The walls are insulated with 1 inch of sprayed on closed-cell foam, the rest of the wall cavity is filled with blown-in fiberglass insulation between 2x6 inch studs. I used the smallest windows (2.5' H x 2' W casement, double pane e-rated vinyl) allowed by code to keep the heat gain down in the summer and heat loss down in the winter. They let in plenty of natural light. I cut some bubble-foil insulation to fit the west facing windows to block the afternoon and evening sun, which even with the smaller windows can let in significant amounts of heat. I am using the same high efficiency evaporative cooler I was using before the addition (which doubled the floorspace) with excellent results. I do have to use a small attic fan to
boost the airflow. The cooler is placed in a basement window. The second floor stays relatively cool (never over 85 F), though it is fully exposed to the sun during our long hot summer days with outside temperatures from the high 90's to as high as 110 F.
I live in a dry climate, so I can use an evaporative cooler. In hot humid areas, some kind if refrigeration is required with any home using conventional construction, or just go to the mall or to the movies in the afternoon and evening.
The one big downside to using a foil radiant barrier is that along with blocking radiant heat it also blocks RF signals, so television and cellphone reception is reduced significantly -- the upside of that being that we don't have to wear our foil hats indoors.