I have used cell shades for sliding glass doors. In my former house, I used blackout cell shades that moved horizontally. These were insanely expensive. In my current house, we used two-on-one-rail cell shades that pull down from the top. We have a single door that moves in and out and a fixed door instead of sliding glass. However, these are south-facing doors, and it gets very bright. My wife wanted something that would allow us to block out some of the light when the sun was low. Having the cell shades mounted on the top and able to be pulled down works well, and since there are two shades on one rail, you can also control each side individually. These are expensive, but not nearly as bad as the kind that move horizontally.
We also have cell shades of the same type and color on every window in the house. Then, we add curtains to individualize the windows. We pay extra for "cordless", as the cords can be long and also dangerous for kids.
We live on 4.5 acres and can't see our neighbors when the trees are full and barely can see one neighbor when the trees are bare. However, all our windows are covered. I get a strange feeling when I can't see out and know anyone (even if there's no one there) can see in, so we've covered all windows.
We use the points on our credit card to buy window coverings. It's taken us a while to do the whole house this way, but we've not spent too much out of pocket.