Polarized sunglasses won't work with the newest rides (and probably don't work super well with older rides/movies, unless your glasses happen to have the same polarization angle as one side of the theme park glasses). The new rides use Dolby 3D technology, which isn't based on polarization (it uses very complex color filters). I would ask at the ride if they have 2D glasses available, which would have the same filter on both sides.
For movies, you can try the polarized sunglasses, but unless you know for sure they match the polarizers used in the theater they'll only work partially.