Humidty is a big factor. If you can't evaporate sweat, you have difficulty cooling. I wear long sleeve UnderArmour Heat Gear shirts which are fantastic at cooling you down more effectively than bare skin because the fabric wicks away moisture so efficiently. The long sleeves cool you through the wicking action and keep the sun off your arms.

I cheat when I can. I will stop at convenience stores and get a quart of loose ice and poor it down my bike pants or skin tight shirt. Very effective at keeping your core temperature down. The ice last for about 5-6 miles.