I'm a big fan of the Zoot arm coolers. Right now they're on sale for $12! and I might just grab another pair in case the ones I have wear out. I've heard good things about Craft's cooling garments too, though I've never even seen them in person.
I haven't actually worn a Columbia shirt, but last year I was at an event where they were giving out half sleeve swatches made of their cooling fabric. I wore one on one arm and my Zoot sleeve on the other and I thought the Zoot sleeve was noticeably cooler and more comfortable.
Since I always wear short sleeved jerseys (or T-shirts when I'm just hanging out spectating), I don't need to cover my shoulders with anything extra, though some people here have said good things about the DeSoto Cool Wings bolero. I don't recommend the DeSoto standalone sleeves - they're just as effective as the Zoots against sunburn and heat, but the fit is weird, and since the fabric has very little stretch, if they don't fit exactly right they won't stay up.
Do be aware that any cooling garment has to fit like a second skin, like pantyhose, since they work by increasing evaporation, and if the fabric isn't in contact with the skin, they'll just trap a layer of air which will insulate and make you even hotter. That's one reason I prefer a short sleeved jersey plus sleeves rather than a full-on skin-tight cooling shirt.




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