I have shades on my side windows for my kiddos. They are perfectly sized, work great, and look great. Also, no fear of them falling off, but even if they do, they are ultra light, wouldn't cause any damage.
They are made by The First Years. These are actually intended for rear windows, but fit almost perfect on the Ody side windows.. Check it out:
http://www.thefirstyears.com/products/product.asp?pValue=3384
I'll try to snap a picture to post later tonight or tomorrow if there is interest. FYI, I had to modify the lower anchor "hooks" a little to make them fit on the Ody doors..
P.S.- yes, they are held at the top with suction cups, but I've never had a single suction cup come off. As long as you use a little water when applying them, and get them on right, you should never have a problem. My side shades have been on for 2 months, no problem.
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-Shin John
'01 DEP EX, and I'm workin' on it! (slowly)