Haha oh man an underground lot would be amazing. I've always had open lots except for when I'd park in the parking garage at my last job when they were switching lots.
I like to keep my four windows cracked to let some air circulate (not too much danger of someone breaking in; there's nothing there anyway except my dash cam which a thief might think is a camera recording them anyway) but I only do it when I'm sure there's no rain coming. Too many times I've done it and have gotten rain in the car and have had to run out and get soaked to put them up, lol.
I've thought about getting one of those things you put in your windshield to reflect the sun, I see multiple people have them in my work lot, but haven't yet. I think I posted about it here not too long ago actually. I guess I'd get one if they actually work well... it must only take a few seconds to put it up/take it down, hey?