Having been the victim of heat exhaustion, a long time ago in a foreign country, I would not risk it again. But mrs P and I love to walk, so we find a nice lake and bimble along around it at a steady pace, not pushing ourselves, drinking and resting where we want. We have found some beautiful picnic spots like this so hot weather has its uses.
To digress slightly, I see that some rail companies are worried about rails buckling in the heat. Surely the engineers who build the systems know that metal expands when heated? (Maybe one for the small rant thread here.)