Most blinds and shades give you privacy. A horizontal or vertical blind will allow you to louver the slats and allow sunlight, while still giving privacy. If you choose a shade, make sure the opacity is high enough that people can't see in at night.
If you want to completely block out the sun, choose an opaque or blackout shade. Blackout cellular shades are a great option for blocking light. Roller shades can also be a great option.
Windows contribute to high energy bills if not treated correctly. If you feel a draft in the winter or your room gets intolerably hot in the summer, it's time to use energy-efficient window treatments. Triple honeycomb shades offer a very high R-value (good insulation), making your rooms more comfortable and saving you money on energy bills!
Of course, you want your window treatments to be beautiful, as well as functional. To choose the right look for your room, think about the mood you want to evoke. If you want a comfortable, casual atmosphere, choose textured fabrics, and go with a tailored shape. For a romantic feel, use an abundance of soft sheer or silky fabrics. To complete a dramatic, contemporary space, opt for sleek lines and bold colors.
The best treatments are those that fit your décor, style, function, and environment. And if you know your reason for dressing the window, it's easy!