There are so many different types of window treatments available, and then within those types there are subtypes of each- it can get confusing and overwhelming really fast. To keep things simple, I'm going over the top 3 I see most often plus a bonus that I never thought I'd like so much!
1.) Drapes. Easily the most common type for many reasons. One being that they're the easiest to find and at many price points. Drapes look best in living rooms or bedrooms- any room where you don't mind the fabric touching the floor. They should be hung close to the ceiling and wide enough so that when they're open they don't block the window.
2.) Woven Wood Shades. I'm a huge fan of these shades. They have a casual, no-fuss look to them and are neutral enough to fit in with most décor. You can find them lined for added privacy and shade or unlined for more of a sheer effect. They can also be combined with drapes for a layered look.
3.) Roman Shades. These fabric shades have more of a classic look and can be customized to compliment your color scheme. They work well in just about any room and, depending on your style, can be made in the common flat style (which is sleek and more structured) or relaxed (which has a softer, flowing look).
Lastly -- I wanted to give a shout out to Café Curtains, with whom I'm having kind of a moment with right now!! This kind of came out of nowhere for me because I am always team long, dramatic drapes. I had been debating about what kind of window covering to use in our powder room and almost bought wooden shades. Then I saw a photo of café curtains on my Instagram feed and fell in love! I made a pair for about $17 (I'll post a tutorial later on) and now I want to put them everywhere! The key to these is using a fabric that is light weight to keep it feeling airy. You can give them a more modern look by hanging them with ring clips. Oh -- and please don't get it twisted, I'm not saying that I'm into regular short curtains that start at the top of your window-- just these cute ones that give you just enough privacy while still allowing light to come in!