It is not a bad idea to be thinking about this ahead of time, but I wouldn't make a final decision until the room is completed. It is difficult to make suggestions without seeing the room and knowing the size of the windows and how the furniture is arranged.

In terms of privacy, don't be concerned about holes in the blinds. While they let in light, they are not large enough to see through.

I agree - a shade would be very limiting. It would need to be closed most all the time. Have you considered wood or faux wood blinds?

Candace Olson had these woven roman blinds installed in a room she did on her show last night. The shades covered the window frames and they opened either up or down so that you can let light in at the top and still have privacy at the bottom. Then of course wood blinds are great too. Verticals are cheaper but they look cheaper too and dated.

I am considering Hunter Douglas Silhouettes for my sun room. I saw them at my recently built dentist's office and they are really nice. They can have the slats open so they look like blinds with sheers, or you can keep the slats closed. You can also pull open the blinds. They even have a top-down option available now. The link below has a lot of pictures, but they all seem to show the slats open.

Here is a link that might be useful: blinds

I love Silhouettes. There is a cheaper version made by a subsidiary of HD - I forget its name - that looks nice as well. I have had both.

They make a vertical version of them as well.

I hate the idea of covering a gorgeous sunroom with blinds. Have you considered Roman shades? Hung above the windows so there's something "there" but doesn't need to be covering the windows at all times?

And maybe plant a couple of trees outside the window for a little privacy?

I was going to suggest roman shades also. That is what we have in our sunroom and I love the look. Ours are never fully closed. I usually keep them pulled down about 1/4 of the window. In the hottest part of our summer though - I will pull them down covering 1/2 or more of the window - during the afternoon. However, we don't have privacy issues as we are in a rural area.

tina

I do hope to plant trees but they'll take a few years to grow to a reasonable height. I also don't want my sun garden to become a share garden so I have to watch for that and also ensure my 12 foot cedar hedge gets enough sun or they die. Lots of things to factor in so I need to get shades that will keep the room cool (will romans to this?) and also allow me to enjoy the room.

Does your house style lend itself to exterior awnings or a big roof overhang? Also how far north or south are you in the country? I am in AZ and in the summer the noon sun is basically straight up with the rising sun being in the northeast and the setting sun in the northwest. Up north it pays to have a large overhang that protects south facing windows in the summer but allows the sun to come in during the winter months. You plant deciduous trees (ones that lose their leaves) on the south side and evergreens on the north side and the side where the cold wind comes from.
If you had a large overhang or awnings you could keep the view and keep the heat and sun out too.

If you haven't already built your sunroom you could put in windows with the blinds or shades between the glass. That's what we did and opted for the miniblinds so we could control the light and still see outside. We got Pella and are very pleased with them. I was hesitant at first but DH convinced me ..... we have the faux wood blinds throughout the house and he was tired of putting them up.