I have the kind of window film you apply with water and a squeegee. It feels like being in the shade compared to not having the film but looks very similar and it's pretty cheap, though hard to apply to large windows without help. I also have curtains, and they also help even though they are not room-darkening. And I admit that I have tin foil on some of my windows in the summer (again, applied with water, but also taped on the edges).
I fantasize about shutters, storm shutters, and room-darking Roman shades. I also fantasize about extending my eaves, adding awnings, adding a covered porch across the back, and adding deciduous shade trees. Some people like trellises. I've also heard of people taking advantage of the insulating properties bubble wrap and those styrofoam-like sheets with the reflective backing. There's also such a thing as window quilts.
It may matter whether it's more important to keep out the cold or the heat, though deciduous shade trees, awnings that are low enough to block the summer sun but not the winter sun, and thick curtains should work well for both.