When we moved to The Villages five years ago, it wasn't long before we realised that our home had the dreaded western facing lanai, actually it's west south-west. I wanted to enclose the lanai with glass windows/ doors, as a few here mentioned. Motorized shades are not cheap and they don't last forever. Cheap manual shades (which we first went with) don't keep out the wind or rain, and you have to manually roll then up and down every day.
But my wife likes the open feel of the screened in lanai.
So we went with RK Sunshades and chose the most opaque fabric available and are glad we did. We can't see out but it helps keep the killing Florida setting sun out, being a northerner I was not ready for this. For 8 months of the year we use it every day. We also opted for the brightest, whitest color, so the room doesn't look dark when the screen is down.
Rick also recommended we get the diagonal fabric, (I forget the term he used) which prevents a heringbone effect (again I forget the term, it was moiyai or something like that). When you put two screens together, if their patterns run in the same direction (up-down, left-right) , it creates an annoying, squirrelly, moving pattern that can give you a headache. That's why one of the screens should have a diagonal pattern.
As someone mentioned, there's also the issue of keeping the shade clean, especially from accidentally rolling up geckos and frogs.
In the long run, it would be cheaper to enclose it with glass IMO. If you could somehow borrow more for your mortgage and spread out the payments.
Good luck
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