I experienced heat exhaustion for the first time today and it was not cool. At all. I was doing the 50 state ride in DC. It was 102 degreees and I was riding hard up hills. Well, I got half way up one hill then started to feel really strange. My arms got cold. The cold sensation spread to my torso, my face, and my legs. I immediately knew something was wrong (I mean, I was freezing in 102 degree weather) and called out to the pack I was riding with. One of the riders explained what was happening to me, as I had never experienced heat exhaustion before. To make a long story short, I was not able to finish the ride. I had plenty of steam left in my legs, but the rest of me felt weak. I felt weak, light headed, and cold and could not keep up with the group. So I bailed out halfway through the ride. I'm still super disappointed at not being able to finish the ride, but I had to respect my body.
Lessons learned: (1) drink plenty of water, (2) do not hammer when its extremely hot (and especially on a hilly route)