Ya, I agree with going early in the morning or later in the evening. I haven't tried the rollerblading (have em' just haven't had the guts to try em'!) but we do go biking (btw...she's a siberian husky).
She loves to go, but I've noticed that if the sun is even out, she gets WAY too hot! So we go in the late evening after the sun goes down, or early mornings before the sun comes out all the way