I have a west facing lanai and probably would not purchase a home without the ability to watch our beautiful sunsets. . We have an umbrella if we need to block the sun in the afternoon and that works fine. We also have a small pool and love sitting with feet in the water, a glass of wine. and the setting sun. We are here year around.

We have the same situation. We are trying to decide between manual roller shades or motorized shades.
Pros and cons on either other than cost?

I bought solar screens

I love to hear stories of Sunsets in Minnesota and Wisconsin but Florida has some of the most beautiful...seriously if you stay thru the Summer your ideas of Sun protection will be tailored to your wallets and preferences! Solar Sunscreens do provide protection, and you may prefer to only install them on the top & west side!
I find that a good deodorant is key to party invitations in the Summer !

Always hot.

I also has a west facing lanai. It was brutally hot in the afternoon as it was enclosed with sliding windows. We ended up putting in solar shades, and a retractable awning. With both the lanai was livable. Enjoyed a lot of great sunsets.

I have a west facing lanai. I would say try it awhile before deciding what to do. I spent a lot trying to make it less hot and finally gave up and enclosed it and have a mini split. Some of the enclosure companies will tell you to just put a glass enclosure and with a fan out there and your sliders open it will be bearable. It will not. I tried on of those portable ac units.....too hot for it to handle. Solar shades did help some but I finally decided to bit the bullet and make it an enclosed sun room with it's own ac.

I never wanted a West facing lanai but I have had one for 13 years and love it! Morning shade and beautiful sunsets are worth the expensive of shades. You'll enjoy the experience.

We're snowbirds and a west facing lanai was a buying decision. We love it and use it every night for cocktail hour. It rarely gets too hot during our wintering time and when it does get warm we turn on the lanai fans which are usually enough to take any edge of.
FWIW

West facing lanai
 

We are snowbirds with a western golf course view. So nothing obstructs the sun/heat. Expecting this to be a long-term investment, we bit the financial bullet. We put in glass sliding doors (with screens) that keep most of the heat out. We then combined it with a heater/air conditioning unit. It was then economical to put the same unit in our garage at the same time. It was not cheap. But we are extremely happy with the results and spend about 80% of our waking hours in the lanai. And whenever it makes sense weather wise and we feel like some fresh air, we simply open the sliding glass doors. Please reply with a phone number if you would like more information about the vendors involved.

Love my outside, golf front, screened west facing lanai. You should live with it until you decide how you use it and what you need to do. We have fans and manual screens. You do not sit out on the deck in snow covered winter areas do you? Common sense.

Things are so confusing. We had a Florida room in New York. Here it should be a New York room.

Yes. There is nothing better than walking down the beach when it is snowing. Truth not April fools.

West is much nicer than east during cooler 6 mos. it averages out

We face West and it is terrific for the pool. No pool, the motorized blinds and awnings are terrific for all the things mentioned. As a snowbird, trying the manual blinds might work just as well. You’ll have wonderful mornings, warm springs and falls, and many beautiful evenings. Every house has its season and its view. Make the most of what you have. If all else fails, try enclosing the lanai for a very special room.