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I've been playing RPGs for 26 years, and in that time I've seen all kinds of GM screens. Some really cool (a castle wall, complete with towers and crenellations), and some not so cool (a cardboard box). In all that time I've seen how they've been both helpful and hurtful to a game. Regardless of your preference, take a look at some pros and cons of using (and not using) a GM screen. You might alter the way you game, and be thankful you did.
Why you should use a GM Screen: