Baggy pants and shirts let air circulate between you and the fabric so perspiration can evaporate before it drenches your clothes. Cotton is the first choice, but a light wool can also be comfortable. Although starch usually means discomfort, in the heat it helps keep the material from lying down against your skin, allowing that sweat-evaporating air to circulate. A hat with a good-size brim can keep the sun off most of your body at midday and will at least protect your shoulders through most of the rest. Likewise, avoid short-sleeve shirts when you're out in the sun.
Long sleeves can actually reject more solar heat than they keep in body heat.
Try applying talcum or baby powder in your armpits and groin. Finally, now that you're prepared for the worst, you need to know what it is. Heat stroke is serious business, and it's an even greater threat to those who are over 60 or who are taking some medications for depression, motion sickness, or nausea. Get somewhere cool and drink some water.