I agree with Jenn, verticals seem to be the go, if they try to scratch them they'll just slide down them - "can't seem to get a grip, Mom!"
My house came with them, don't particularly like them, but stuck with them really, they're functional and easy to keep clean - not dust traps like Venetians. You can get some nice colours. You can always put curtains either side for a decorator touch or extra warmth in winter.
What? They climb the curtains? oh well...
You might have to take off the beaded string at the bottom so kitty can climb on the sill and look out without getting her little pawsies caught and tangled. Colette likes to sneak between the blind and the window and sit in the sunny spot on the sill on Neighbourhood Watch She also knows I can't see her and run around the house looking and calling for her, which of course she ignores...

All in all I think they'll like them