Rules of Heat

1.  Bring more water than you think
2.  Go as early as you can.  At least in Hueco it doesn't cool down in the afternoons.
3.  Get where you're going and stay there.  Too much walking in the sun is bad for bouldering.
4.  Don't lay down.  This will kill any remaining motivation you had.
5.  On really hot days try to be out of the park or done training by 11am.  After that the heat just gets oppressive.
6.  Don't climb in the sun (not recommended anytime of the year).