Abby, It depends on what kind of thing you like, and also how much you want to spend on it. The best thing for insulation is curtains with a pelmet over the top & the curtains returned to the wall (this is where the fabric goes from the end of the track to the wall to block the light/air gap). This is the only way to completely darken your room too. Probably your most expensive option, but you can cut down on costs by choosing a less expensive fabric, or doing less fullness (industry standard puts 2.5 X fullness in the curtain. eg if the window is 1m wide, you would use 2.5m of fabric pleated into the 1m)
You can go for shutters - we do a Vogue poly resin shutter - https://www.vogueshutters.com.au/ if you're going to go for shutters, I would recommend going for these rather than a timber shutter. they're Australian made and they don't require any ongoing maintenance and come with a 20 year warranty. These are also quite expensive, but very functional. They're what I dream to have in my home. (one day lol) so if you're in a home you're going to stay in for some time, it's worth spending the money on them. They are the only thing you can have on a window that won't rattle with the window open, they are VERY easy to clean, they can get wet, so great for bathrooms etc too.
Roller blinds (you may know them as holland blinds?) would normally be fitted inside the reveal with the fabric rolling over the top of the tube, you can change the way the fabric rolls so you can see the tube and the fabric rolls behind like the pink & black blinds at the bottom of this page. https://www.cheap-blinds.com.au/ you can then fit the blind on the face of the architrave so you have good coverage of the window & will block out most light. With any blind, you will never completely block out light, you will always have some sort of light gap. With rollers in particular, you are limited with privacy as the blind is either up or down. You can get around this by having sheer curtains in front of the blind to 'soften' the room & also give you day time privacy. The blinds will have to be rolled up if you want to let the breeze in too.
Verticals - don't go back to them if you have them & don't like them.
Venetian blinds - (horizontal slats) a shit to clean, and the bigger the window the less tightly they will close, so won't insulate as well and won;t block as much light. but they are good in that a horizontal louvre will give you more privacy control.
You could also consider an external awning on the outside of the windows where the heat is a real issue. It is really effective to stop the sun even reaching the windows.
One more thing to consider where heat is a problem is window tinting. It's not something I do, so i don;t know much about it. I know its effective tho!