I have this setup on our sliding doors.
We face south and get sun all day long. Our sliding doors are huge and right next to it, there is a huge window too. The doors + window take up more than 1/2 of one side of our living room. In the summer it is so bright and gets so hot. To deal with this, we put Gila UV/heat film on the sliding doors and window. We got ours at Home Depot and installed this ourselves. It came in 2 diff levels of protection...one that blocks more uv/heat and one that blocks less (don't remember the exact numbers but something like 75% vs 40% or something). We went with the highest protection first but I hated how much light it blocked. So we tore it down the next day and got the lesser one. It made a HUGE difference in the amount of heat that comes in.
Then as an additional barrier, I got the double curtain rods. Due to the sun and the dog, I didn't want to spend a lot on curtains. I went with the MERETE curtains from IKEA (
http://www.ikea.com/us/en/catalog/products/60111986/). They are a heavy canvas and I love the grommet top. I have 4 panels of the white in back and in the front only 2 panels of the brown (it's more of a army green/brown). I usually keep the brown on the sides..like pushed all the way to the sides. The white ones are almost always closed...is that the right term? I mean they are always going across the length of the rod to filter the light. Usually i think with the double rod system you have a sheerer fabric in the back. But with the amount of sun we get, I went with the heavy canvas. The only issue is that since it's a thicker fabric, the part of the curtain along the rod sometimes touches the rod that's in front of it. It doesn't bother me at all. When we need it dark, I pull the brown ones out....2 of them when fully extended cover the whole length of the sliding doors.
A note about the MERETE curtains, they used to come in the longer length 108" (or is it 118"?). Now they come in 98" only. I found out the hard way. Our original brown ones faded a lot (it's been about 6 years) so I bought new ones. I didn't notice the length until I hung them up. I just added a black border to the bottom of them. Looks better than before! The white ones are the original ones from 6 years ago. They are holding up real well and have been washed many times. The only problem i had was that I don't think I pre-shrunk them properly before I got them hemmed....so yah...now they are a few inches too short.
We have the cheapy metal blinds on the window next to the sliding doors. I HATE the way they look. But they are SO functional and I don't know what to replace them with.