I'd say Hemlock at first but there is a bug killing them all up and down the east coast. I real shame. Have to spray them constantly if you want them to last. Not worth it. All mine are on decline. You are asking for a lot in meeting all your criteria. So that being said I would lean towards Leyland Cypress. The only problem is they might be a little expensive but fits all your other criteria.
http://www.kaitlinfarms.com/Leyland-Cypress-p/lc-3.htm
Arborvitae is good too but a little slow. Norway spruce is good to but also a little slow in the growth department., but the fastest of the firs and spruces. If you could live with a deciduous shrub I'd say Russian Oil. Fast and thick growing and cheap but leafless in the winter, although very thick and knarly so some privacy. I have also seen white pines pruned to stay thick and dense but that is a lot of work, but they are cheap. Good luck
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