It's funny you should ask this, because I've asked a similar question recently about whether they will help reduce heat, since I'm considering honeycomb shades as a solution to a room that gets warm on sunny days. The triple-celled ones are touted as having 4.5 R-value or higher and a low summer shading coefficient of .24 which supposedly means that 76% of heat transfer is stopped.
My skepticism is due to the fact that there will be gaps on the sides of the shades in which heat can easily escape into the room. Not only that, but the cells are open-ended which means that those wonderful air pockets that supposedly stop heat from getting into the room in the summer are not even sealed on the ends. So, until proven otherwise I suspect that the r-value they claim those shades have is only a BOGUS/THEORETICAL R-VALUE based on a reading taken only at the very center of a very wide shade. Am I wrong in being skeptical?
What I'm currently considering is double-celled room darkening honeycomb shades that come with "energy saving side tracks." The side tracks are mounted on the sides of the window frame and help seal those pesky edges. I feel that the side tracks could help increase the chances that the shades actually would stop the heat getting into the room in the summer (and stop the cold in the winter).
J.