I don't like to wear anything tight or fitted. (Ironically, I finally put on enough weight to endow me a bit and I can't wear anything tight.

)
So I have to improvise. I take the ice packs that come with Copaxone with me in the car where ever I go. I also have a fishing vest with lots of pockets and I put the ice packs in them if I am going to be outside for longer than a minute. Hey, I live in the SW - 1 minute outside in the summer will fry you. That 50 - 100 ft walk to my car exhausts me.
I also wear loose, lightweight, light colored clothes. This helps keep me cool as well.