I've been dealing with this same issue myself. We finally decided to go with sheer curtains because I want to be able to open the curtain and see outside since our bathroom windows overlook a small creek in our backyard. Right now though we don't really need the curtains because of all the trees; however, during the winter I suspect our neighbors might be able to see in the windows when the trees are bare so I want to have something there that can be closed.

I recently installed a cellular shade in a closet window. I've been very pleased with it and it was not expensive. It allows in a lot of light with privacy. There are no cords. This is our master closet so I often change in there so privacy was important as it is on the front of the house.

a roman shade would look nice.