How tall do you want it to be? Arborvitae is an extremely popular evergreen used for privacy purposes...BUT they are not fast growing, so you would need to put in fairly large plants to quickly get results. They do not grow much on top in the first year while they establish their roots and then only grow 6-9 inches or so per year after that.
Some people around here may also use Forsythia, lilacs and Mountain laurels/large rhododendrons to create privacy walls. (I say around 'here' meaning New Hampshire.... we share the same zone but are in very different parts of the country).