Any type of Yews- good bc they're durable, inexpensive and take sun or shade..plus they grow back if you cut into bare wood. Can be sheared or trimmed to any size.
Ilex/hollies - all different types and price ranges...can also cut back most types into bare wood and they grow back as well.
Boxwood - expensive!! slow growing but makes a beautiful hedge.
Laurels - but cannot be sheared
Barberries - wintergreen species is evergreen zones 5-8 and there are other deciduous kinds. Thorny though - not good for children but makes excellent hedge and it takes shearing.
Privet - beautiful hedge - deciduous - prolific grower and requires shearing 2-3 times a season to maintain certain size/height.

Ive planted Boxwood to keep peering eyes of my neighbors out who always seem to be watching us if we are in the backyard. Beautiful, but very very slow growing. Only about 3 inches a year.

So if you are looking for immediate privacy, probably not the right option.