If you are looking for protection from the winter elements then I would say the larger the better. My screen goes up to about my chin level which means I am very nicely protected and can still see over. I have seen extra tall shields that go over the riders head but I think those must be dangerous (no wiper to clean the water off them).
Personally I would avoid shields that attach directly to the handlebar mounts. Any wind gusts would have a direct input on the steering and that is something I would not want to contend with. Apart from that your type of bike will have a large say on what you can get. If you have to stay with a smaller one look into things like laminar lips that help deflect the air over you.