Actually, what I do is open the windows slightly and turn on the A/C. That will cool the interior the fastest as the A/C is pushing the hot air out through the open window. From what I noticed, opening the windows on a hot day doesn't do much to cool the interior down, especially if the car is not moving.
If I sit in the car with the windows opened, it gets quite hot in there.
Opening the windows may help if it's relatively cool outside and the car got warm from sitting in the sun.