I have a west facing window. How can I get max light while avoid any heat coming from it?
To reduce heat gain from the sun, you need a window with a good "low e" rating (also called low emissivity). You can get similar results on an existing window by adding a film that reflects IR.
You also want multi-layer windows to block heat transmission (a lower U value is better, it's the inverse measurement of an R value you see on insulation). And finally, you should make sure that the window has good weather stripping to block any drafts, causing a direct heat loss/gain to your home.
Here's an article that describes this in more detail.
You may want to try an after market installation of some of the newer low E films before replacing a window with factory applied coating.
You have 2 competing factors that cannot both be optimized: Visual transmittance (VT) and Solar heat gain coefficient (SHGC)