Thanks for the input. I guess I'm worried that it will be too hot in summer in the sun, but maybe too cold in winter in the shade. I don't really know whether solitary bees die off in the winter, hibernate, or what. I guess I'll try shade and see what happens...
I live where there is very little shade and commercial producers put their hives at the edge of a field in full sun. If hives in the sun got too hot, those bees wouldn't live, much less thrive and produce honey. The shady locations mentioned in the above posts might have been chosen as an out of the way place that wasn't good for growing a crop or a garden.
I'm a newer beekeeper and have asked the sun/shade question many times and have gotten both answers. My guess is both work! However, that said, on cooler days it will take longer for the shady hive to warm up enough to go out to work. Bees have a remarkable ability to keep the internal hive temperature constant.
I should clarify: this is a box for solitary bees, not the hive kind. It has holes in one side that lead to individual compartments for each bee's nest. I'm not sure whether these native bees have different requirements from the honey bees that most people keep.
I have those kind and I have some in a shaded area under fruit trees. So they get more sun in the spring before the trees leaf out. I have another box on a wall at the back of the property. It's under an overhang but does get direct sun part of the day. It's more important to keep it sheltered from wind and rain than it is about the sun I think.
In Georgia, if you are in an urban area, be sure to place it where you will not be working or playing in the flight path which is the front of the hive. I have found east to work best. There are some deadly diseases out there that make hives just vanish. I think luck will be your best friend. There is no protection at this time but the Dept. of Agri is working hard to come up with a cure.