I'm going to start wearing mine. I may look for some even thinner ones if they work well. They do seem a little bit warmer than riding without but it keeps you from having to apply/reapply, sweat running down, dirt sticking to sticky arms etc. I feel the sunscreen makes me feel hot too.
I do know that they are great at cooling if you splash some water on them while riding. May get leg skins too if I really like them.