I've done it many times, but always when the high temps were still somewhat chilly, and I've parked in a shady area if at all possible.
Putting those things up on your windows to keep the interior cool are definitely a good idea, both for temp control as well as to hide the instrument.
If I'm parked in a relatively secure or high visibility area at work, then I'll leave the windows open just a bit.
I think alot more of us do this than would dare admit in this forum, as sometimes it is an absolutely neccessary evil.
When I travelled on the road with The Neo Types, we packed out instruments low in the truck so they wouldn't bake, but driving 8 hours through Mississippi and Alabama in July and August, things *are* going to bake regardless of where they're stashed and whatever ventilation may be available.
I believe the biggest thing you can do to avoid damage is to make the temperature changes as slow as possible.
A space blanket isn't a bad idea either.
If you really must park in the open and it's going to be hot, windows open or not, I would definitely man-up and carry the beast to your office, then have your secretary call your chiropractor.
Common sense rules, my friend!
John