Is there a font that would be easy for me to read with practice (and maybe offer some benefits over Latin characters) but would be illegible to normal people reading over my shoulder?
Google turned up a lot of discussions of writing systems for conlangs, but nothing that's actually usable.
Short of court stenography (which uses pre-existing letters in unique combinations and meanings) I don't think you can expect to replicate a custom shorthand font on a computer, on account of how a computer processes words and letters.
I prefer the pigpen cipher. It's quick to learn and I've never met another person who saw it and knew what it was. I used it on notes that I passed to my girlfriend in class because teachers couldn't read it.
There's no benefit over Latin characters other than obscured readibilty (and you can write it in any number of artistic styles), but have you come across Elian? There are plenty of fonts too out there.