1) Create a wall. Do you have a dresser? A headboard? Use it as a room divider. Even your dining table can separate the kitchen from the bedroom with a bench seat on one side instead of chairs. If you have a budget, use folding screens. Second-hand windows, doors and shutters can make a great screen depending upon your style. For the do-it-yourself expert, you can build a divider from shelves, blocking off some of the openings for more privacy. If a wall is more your style, build one that can be removed, inserting tempered glass or plexiglass to keep light moving through.
2) Add light. Privacy is key in a big city, but small spaces NEED light. An open room divider can keep your bedroom or guest sleeping area private from the public space. Make a screen, use a bookshelf, or hang sheer fabrics from the ceiling. Leaving your windows un-dressed and installing frosted or textured window film is easy and inexpensive. If you're handy, you can etch the glass in a small bath or bedroom window to add both a design and maintain privacy.
3) Keep it uniform. To make small spaces seem larger, unifying the color scheme is best. Neutral colors will help make walls and floors seem larger. Accent the space with colorful artwork and large scale accessories. If you have many collectibles, group them in one area to keep the space looking open.
4) Put it away! Having a clutter-free space is attractive as well as provides peace of mind. For that dual-duty kitchen table/desk, find some great wicker or paper boxes with lids and hide the mail! Use nooks and crannies for storage cubes!
5) Open it up. In apartments with many small rooms or long hallways with rooms off to the sides, removing doors (store under beds if you can) is a solution to keep spaces flowing together. Are you an owner? Try opening a wall and creating a pass-through or even add glass for a window effect.