We used a black out blind with heavy dark curtains, which worked quite well for our 1st child. He is now 2 years and I want him to get used to some light so we just use the curtains.
For the baby I also use the 'Gro anywhere blackout blind' (£30 from NCT shop) with curtains. This blind is very good it has suction pads to stick it to the window and is relatively easy to put up and take down so we take it with us when we go away and it will stick to any window.