Licensed GM Tools
Game companies often sell official GM tools, such as GM screens, that come pre-printed with the most used rules, tables, charts and information. They also usually have thematically relevant art on the covers. Game publishers sell these pre-printed screens as part of "GM Toolkits" or as separate products that can be purchased through their websites or through third-party retailers. Search for "GM Tools" or "Toolkits" to find out if the game you are running has a pre-printed screen available.
Customizable Screens
Some GM screens can be customized for use with any game. Pinnacle Entertainment, for example, makes a three-fold hardback screen that has pockets that can be filled with 8 1/2 by 11 inch paper printouts of the information you need for whatever game you're running. The screen also has pockets in the front that you can use for information that the players may need, artwork, maps or other documents you think the players may find useful.
GM Screens Without Information
If you are interested in a screen solely for the purpose of hiding things from the players, there are also GM screens that do not have game-specific information or ways to add your own printouts. Instead, they have features like dice-rolling platforms or shelves for minis. These screens can be used with any game system, as they don't have any product-specific information or artwork on them, but still give the GM some "private" space.
Make Your Own
In theory, anything that you can stand up between you and the players can function as a GM screen. You can attach printouts of information to a project display board cut down to a more reasonable size, i.e. something you can see over. You can use thin wooden sheets such as balsa wood connected with hinges with either clear plastic page protectors attached to the inside for your printouts or with hook-and-loop tape that allows you to change the information displayed inside. You can tape together pieces of cardstock with the relevant information printed on it and set it up like a three-fold screen. Multi-paned picture frames also give you a way to keep system-specific information at your fingertips that can be changed out as you change systems.