Western facing lania here. i talked about it in a similar thread.
Lanai Shades
We installed motorized shades and got the most opaque fabric available so we can't see out when they are down, but it keeps the house cooler. Some companies don't carry that type of fabric because, again, you can't see through it.
On the north side of the lanai, we put up one large shutter for privacy only. It may look kind of funky to you but the screened area on the bottom and top allows for air circulation and yet still gives up the privacy we wanted.