Yes, they work great! I installed 9 custom Coolaroo roller shades along the 55' side of my birdcage where the sun comes in (and rain blows in if the wind is right
) in the afternoon.
When it's sunny out, the shades work great at keeping the Sun out - pretty much no UV - and glare off of my outside TV, or my laptop when sitting outside. When it's raining out, they work great at keeping the rain from blowing in. We have this portion of our birdcage covered, so when we have a party (not sure when the next one will be at this time!), it still allows us to use the entire covered portion.
With regards to privacy, no one can see in with the shade I selected (Outback Southern Sunset - 22000), but you can see out a little.
In an enclosed lanai, they would block about 90% of UV, and would offer privacy.
I measured and ordered them myself from BlindsGalore, and installed them. Very reasonable, and easy to install.