If you are in the market for windshield shades specifically, you may run into a bit of a conundrum if you own a vehicle that has a rear-view mirror attached to the windshield. IF this happens to be the case, you need to ensure that the shade will still be optimal. For the most part, they should be as long as the middle is flexible. Of course, you could also try to use a clothespin to go around the mirror base to prevent any slippage.
But, it may still be a pain to do so either way. Unless, of course, you look for a style that is optimized to deal with this issue.