Use fans. Air blowing on you will make you feel cooler. If you don't have air conditioning some houses can benefit from one fan blowing inwards from the cool/shady side of the house and one fan blowing outwards on the hot/sunny side of the house.
Try to do outdoor things early in the morning or late in the evening. If you need to be outdoors during the hottest parts of the day stay in the shade, wear sunscreen, move more slowly, drink plenty of water.