How are you defining privacy? Specifically what function is most important: Physical deterrent, visual barrier, sound barrier, edible...
Physical - Raspberry, blackberry and gooseberry have some nice thorns and are tasty. Thicker (non-cane) bushes like blueberries, cranberries, hazelnuts, etc. can help. Trees with bushes as an under-layer is an option too.
Visual/sound - if you have less land to work with by the road, you may think about going with something evergreen (not sure what would be edible for that though). If you have more land, then you could plan a few rows of deciduous bushes/trees for a visual barrier. But in the winter evergreens are the way to go for sound. Or a solid fence.