Solar screens are mounted to the outside of your windows. That means they are generally attached with screws to block the sun before it actually hits the window. Solar window film is similar to the window tinting used in vehicles in that it adheres to the inside of the window. The window film doesn't require holes made in the outside structure of the home. Both solar screens and window film can be installed by homeowners, depending on skill levels.
Heat or UV
In terms of which device, solar screens or solar window film, works best for a particular application, part of the question involves the needs of the individual. If the main goal for the window shielding is heat reduction, then solar screens are probably the answer because they are more efficient in that function. However, solar window film effectively blocks more UV rays than the solar screens will. So, if that's the goal, window film would be better.
Disadvantages of Solar Screens
Since solar screens intercept the sunlight before it hits the window, they have a tendency to fade. That limits the lifespan of the shades. In addition, removal is often necessary to clean the windows. Since the screens are mounted on the outside of the window, they are subject to homeowner association regulation. They obscure the view of any window treatments in use and can distort views from inside the window.
Disadvantages of Solar Window Film
While solar screens block the view of window treatments from the outside, solar window film doesn't do as good a job of reducing the heat coming in the window. That means window treatments are needed in addition to the film to achieve similar heat reduction. Also, window film can be difficult to remove, and it can become damaged or scratched by interaction with the window tint surface on the inside of the home.
Pricing will vary from treatment to treatment, but, in general the two should be priced similarly. Installation costs should also be similar, so the initial cost really doesn't give an advantage to one over the other. Cooling costs, though, should see more of a savings from the solar screens than from the solar window film. The solar screens also allow for removal in the cold months, letting the sun help to reduce your heating costs.