Aside from the previous ac units, I would also suggest getting either dark/think curtains to keep the light out or putting some kind of barrier up to cover the windows, depending on if you want to keep the possibility of looking out of them.
But from reading your question it sounds as if you don't have a window for ventilation! If this is the situation, you could get an "exhaust" fan in the attic especially if this is an up stairs room. Other than that and getting insulation installed, you will have to find a way to either get the air moving (ceiling fan) or cool the hot air that is inside the room.
I have seen on tv that they have some sort of ac unit that is put in the wall as opposed to installed in the window, maybe you should look around online for this type of product. I think it is designed by a major car company for some reason (don't quote me on that tho). Or you could cut a hole in the wall and use that for your ac instead of a window, I have seen a few people that do this and it doesn't look any worse that installing it in the window. But you would need to trim around it.