We have light vertical blinds in our place, so I did end up getting thicker curtains for DD's room.
I wouldn't completely black out the windows though - this seems like overkill to me.
ETA: Just remembered, the reason why I bought the curtains wasn't for the day sleeps, it was because DD started waking at first light when she was 1-ish, so the curtains were an attempt to get her to have a bit more of a sleep-in