As an experienced, hot weather, leather owner, I feel your pain.
Here are my tips (laugh all you want, but, hey, living in Phoenix, you do what you have to do)
1). Park in the shade..ANY shade, no matter how small or how far away from an entrance. Walking several extra 100 feet in the heat is way better than frying your hide when sitting down.
2). Before selecting a parking space, think about where the sun is going to be and try find a space that points your car in a direction where the driver seat will not be in the direct sunlight upon your return.
3). Use a window shade (combined with the above tips, can be extremely helpful). They are cheap and the reflective/foldable ones are not a pain to keep up and once you get used to using it it becomes second nature. Still not as painful as sitting on hot leather and stores flat in the trunk for times when the weather is better.
4). Keep a spare towell in the car and put it on the seat. Separates the buns from the burn.
5). Reach in and start the car, run the A/C and enter after a few minutes (leave windows cracked open, sunroof in vented position, or door open a little to help vent hot air). This will burn gas, and as such cost $, and can take several minutes to be effective, but in extreme cases, it will work.
All of the above are effective uses to help prevent (or at least minimze) the a$$ burn often experienced during overly hot times. I have done them all and uzually don't need to resort to 4 or 5, except when 1, 2 and or 3 cannot be achieved.