In a heat wave, you're safest indoors. Your best bet is to find an air-conditioned location for the duration. If you don't have an air conditioner in your home, seek out an air-conditioned public building, like a library, mall or theater during the hottest part of the day.
When you're at home, spend your time in the lowest, coolest spot, like the basement. Lower the blinds and close the drapes. Avoid using your stove for cooking.
If you're outfitting your home in advance for the hot weather, install weather stripping around windows and doors, and invest in storm windows for year round use. These measures will keep your indoor environment more temperate and save on your heating and air conditioning bills, too.