Actually, this question comes up quite a bit on the Trees and Shrubs forums. You should do a search on both of those forums to see what is recommended.

Most anything that is big enough to give privacy right away will be pricey. Better to get something smaller than you need for privacy now - it is cheaper and it has an easier time getting established at a younger age. Once a tree/shrub is established, it will grow faster and make up for lost time.

Russian olive makes a fast screen. It also fixes nitrogen in the soil & busts up clay.

Russian olive is also considered invasive in some places.

Here is a link that might be useful: Russian olive