Do what works best for you.
We have a screened lanai and love it. We like the outdoors and the bugs/lizards/dirt are really not so much to deal with for us. We didn't need nor want any more "indoor" space since one of our bedrooms serves as a cozy den. We did paint the lanai floor and got an outdoor rug for it and seems pretty nice to me.
If you want it enclosed, then you've lots of options and I'm sure others will give good advice from their perspective. My humble point is just to do what works for you.
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