Any tight growing bush will do the job. You can also build a pergola, and plant wines that will climb and decorate the space with beautiful flowers. Climbing roses, or wisteria can be pretty and give privacy.
Planting dense trees and shrubs create a nice, natural border to add privacy to your yard. Think about evergrees and other types of trees that have branches that go down to the ground so your neighboors cannot see between the tree trunks.