For your upstairs deck, one idea is to completely screen it in, making it more of a sun room. Dark screening can cut back on the amount of sunlight if your deck area is in a spot that's overly sunny, yielding a cooler deck in regions where the summers are hotter. Screening also keeps out bugs. For a particularly unusual idea, turn your screened-in deck into an aviary.
However you build your deck, because it's upstairs, you'll at least need railings around it. For safety, you're likely to want stairs leading to the ground level in the event of emergencies. However, if you'd like your deck to be more private, forgo the railings and build a fence around the deck instead. A simple, wooden Apache fence will afford privacy. Another way to make your deck more private is to add planter boxes along the sides (or along the most exposed side) and grow bushes. Think of rooftop gardens and do something similar.
Game Room Extension
Another idea for your upstairs deck is to make it an extension of a game room. Or perhaps the deck is the "game room." Use the deck for table tennis or other games. Many game tables fold away easily and can be stored during spells of bad weather. If your deck is covered, game tables will have better protection from the elements. Consider adding a wet bar to your upstairs deck for entertaining.