Cellular shades are a very energy-efficient option that don't allow a lot of heat transfer.
Someone here suggested thermal shades by Kalaroo: http://www.hometalk.com/151436/i-am-looking-for-a-thermal-shade-of-some-sorts-to-put-over-a-sliding-glass-door-that
Window tint films can provide a lot of insulating qualities as well as privacy if one chooses that type of film. A contractor in my area sells Vista films that work very well in achieving more energy savings both in summer as well as winter.
Here is a link to the product site that he sells. He is our local rep in NJ, but I am sure you will find someone in KY that can provide you this service.
http://www.vista-films.com/en/default.aspx you want to look at the Enerlogic system that they provide.