It depends what you want the plants for.
I've seen laurels used as a screen, to try and break the wind. They are common and cheapish, but willl need watering and planting in decent sized pots, so consider if that's something you can do.
If you have a railing, you could also try growing a clematis in a big pot and training it to grow along the railings, go for one of the prolific spring flowering ones (like clematis montana) as the summer flowerers tend to be slower growers and the flowers are more delicate, they also don't need much in the way of pruning.
If you have a sunny sheltered corner, you could try growbags with tomatoes, salad etc.
Depending on how windy and exposed it is, you could also try filling window boxes with geraniums, osteospermums etc. Should flower all sumer long and certainly cheap and easy to get hold of.
If it's really windy though, remember that plants lose a lot of moisture, not just from the sun, you will need to water regularly.
Hope it helps, enjoy your terrace!
GC