So I now have all three sun shades in this thread. First I got the heat shield type, but that is folding instead of roll up.
Then I found this thread and saw the heat shield, positive reviews here, and a comment that the rearview mirror would hold it up without the visors.
THEN I finally found the Covercraft one that I've used in my mustangs the last 9 years with impeccable fit and quality - this is the very thick folding one shown earlier in this thread. Unfortunately the fit is not that great in a Z and I could find no way to get it up without knocking the rear view mirror around. It takes me longer to get this in place than to roll up the heat shield.
So now I'm back to the heat shield, but I can't get it to completely cover the window and stay up, even using the visors. Almost seems as if the material isn't sturdy enough. They all work to varying degrees and if someone could mutate all three into one super shade, they would have a winner! I guess the good news is that I have a lifetime supply of 370Z sun shades!