Escallonias will grow near the sea but you would have to keep them clipped to the size you want and they would need a big planter. Some palms grow well (you would need advice on variety) Depends where you live too. The hedging fuchsias will grow very near the sea but only in the southern areas of the country.(Its always a good idea to fill in where you live on your profile as it helps people to give good advice) Bear in mind that in winter storm winds can be very strong and the worst of them would probably blow even large planter over unless you have one of those transparent balcony walls to keep the worst of it off.
Check out this nursery: http://www.seasideplants.co.uk/

If you want evergreen then escallonia is a good choice. Beech would keep most of its leaves over the winter, it is deciduous, so you might be causing neighbours leaf debris problems with them. The hedging fuchsias will live near the sea. They are very common in Orkney where they grow very large. You would need to keep them pruned so you might miss out on the flowers. Maybe a firmly anchored brushwood fence would be a better option. It will not need watering or pruning and will give the desired privacy immediately. Bjs has a privacy screen between him and a neighbour. It is metal framed privacy glass. It allows all the light through.

Beech is sadly not resistant to salty air...

The list of taller evergreens which are is as follows: Ceanothus, Cotoneaster (semi evergreen), Cytisus, Elaeagnus, Escallonia, Euonymus, Griselina, Ilex (holly) Olearia, Rosemary, Pittosporum, Ulex. Coniferous plants: Chamaecyparis, Cupressocyparis, Pinus and then one Palm - Trachycarpus fortunei.

It rather depends how big your balcony actually is, and what coast you're on - Ceanothus might be fine in a tub on the coast in South Devon, but I don't reckon its chances of survival much if you're facing the sea in, say, Lowestoft, or the east coast generally, particularly further north. Griselina and Pittosporum might also not be wise choices in regions which get cold winds in winter (east/north coast). Olearia's growth habit might rule it out - it makes a rounded bush, as wide as it is tall. Ilex, Ulex and the palm (Trachycarpus) are tough as old boots, mostly, though everything's more vulnerable in pots in a cold winter.

Trachycarpus wagnerianus is the palm to go for in an exposed site. Its leaves are shorter and get less burn that the Trachycarpus fortunei.

If privacy is an issue then using a trellis or frosted glass. That will also help the plants that you can use as the site will be less exposed.

Thank you all for the answers.... Am I thanking you now or just posting? I'm very new to this. It's Hastings I'm moving to, so south of the UK.

I forgot to say, you mention its a roof terrace - I take it you have checked the roof is weight bearing... plants in pots, when damp, weigh an awful lot...

No, I haven't. But yes, you're right, they'll weigh a massive amount. Maybe I will go down the artificial route....gasp, horror, I hear you all exclaim...get off this site and never come back! Calm, calm, I'll just have smaller planters mixed in. At least that way I can't kill them and end up leaving their poor withered carcasses on the terrace like my last Xmas tree that is still outside... 2 years later. I bought a plastic one last year.

Hmm, well maybe you ought to ask some questions about the roof's weight bearing ability, be awful to be responsible for its caving in. Buy plenty of vermiculite or perlite and mix in with the compost - its very light and makes everything that much lighter.

Ok, vermiculite or perlite it is then. Thanks for your answers