VIM Highlight the whole current line

What is the best way to highlight the whole current line in VIM? In some IDEs I am able to set some sort of 20% opacity of the line I am editing, this is great to find where I am rather quickly.

To highlight the current line use

:set cursorline

To highlight the current column use

:set cursorcolumn

The visual appearance of this can be modified. Have a look around :help hl-CursorLine or hl-CursorColumn.

See the Vim wiki on this subject for the complete story.

I especially found the following bit handy (when working with more than one window).

autocmd WinEnter * setlocal cursorline
autocmd WinLeave * setlocal nocursorline

Only highlight the current line in the active window.