When you plant a hedge, have at least two zigzag rows of plants, if not three. Hawthorn will make a nice dense hedge a few years into the future, and makes a good base for the whole hedge, especially if you have the windy side all hawthorn. Its other name is quickthorn, so doesn't grow as slowly as some.
For the inner row, well, I dislike blackthorn intensely as it tends to grow into thickets which are near impossible to get rid of, and it scratches and stabs you with scars which can take a year to heal fully. Willow, and elder, grow quickly but shade out the other plants. Both will bully themselves a wide space then die young, or in the case of willow have to be cut down young, leaving you with a gappy hedge.
Willow can work as a hedge on its own but needs to be coppiced frequently, but really isn't good in a mixed planting. Hedge plants which are good for a nice mixed hedge are things such as hazel, rowan, field maple, the occasional oak and beech (beech keep their dead leaves on over much of the winter, so provide extra shelter), a wild rose or two, holly, crab apple, guelder rose, spindle. You will see that none of these are rapid growers, but this is for the reasons given above. You are far better to be patient and plant the appropriate species, and erect a windbreak to help the plants grow for the first few years.
Other dense, single species hedges are gorse, rosa rugosa, beech, rosa rugosa being the fastest growing, but all need to be trimmed regularly.
I grew up in East Anglia where they have two kinds of windbreak on the vast flatlands - those very tall narrow poplars which grow quickly but aren't very dense and throw a long shadow, and Scots pine which was the choice for sandy soils of the Breck - they are slow growing and probably not what you are looking for.
Of course there's leylandii