I would go for a light-filtering shade with fabric that is not too thin. It still lets natural light into the room, so the space does not feel gloomy. At the same time, it gives you more coverage than sheer curtains or very light shades.
The biggest issue usually shows up at night. Once the lights are on inside, thin fabric can show shadows and movement from outside. That may not matter in a back room, but it can feel awkward if your window faces the street or a nearby house.
Before buying, I would test a fabric sample on the actual window. Check it during the day, then look at it again after dark with the lights on. I also came across a local window covering site while looking at different fabrics and styles.
For a living room or office, light-filtering shades should be enough. For a bedroom or bathroom, I would choose something thicker so you have full privacy when you need it.
