We love to have really dark bedrooms, so that we can sleep in, and so that the kids don't wake up at the crack of dawn. In our boys' rooms, we had professionals (Custom Expressions) put in really good room-darkening shades, with lined curtains over that. At night we pull down the shades and close the curtains, and that keeps out most of the light.
In our room we have roman shades with an energy-efficient lining, that have magnets inside them, and seal closed on magnet strips on our window frames. They're called "Warm Windows", and are meant to keep out the cold, but they also keep out the light.
Good luck, I totally sympathize.