I find a stack of filing boxes (several in trays on top of one another), with a few bits of "frequently used" papers, such as phone nos, etc. taped onto the back/sides, make handy screens. Also complain about eye strain from blurry LCDs and insist on a big CRT.
(depending on the layout of your room) With a bit of work you can get a setup whereby people coming into the room cannot even see you are there until they are along side you.
