C.F.
I've bought baby sunglasses at Target and such, they have a stretchy neoprene material that goes around the head (velcro closure) to help keep them on. Not very expensive - I saw them there a week or so ago for about $5 - worth a try. If your baby really doesn't like the sun in his eyes, he should keep them on (he'll learn that it feels better), if not they will still be coming off unless you glue them to his head (which I don't recommend. = )
If you do want them, I would get them SOON, as I've noticed these things are very seasonal and once they sell out, they will be gone until next spring. Look by the infant bathing suit stuff.
I've also seen baby sunglasses at Gymboree, Childrens' Place and those kinds of kids clothing stores in the mall - however they are just regular sunglasses, and I have yet to see a small baby keep them on. My DD didn't learn to keep them on until she was about 18 months. (But at 4, now she loves her Dora sunglasses!)
One thing to keep in mind though, is that the best thing you can do is keep baby shaded as much as possible. I realize that sunglasses are still needed for the glare, but wanted to mention it.
Good luck!