There are many vines to choose from with each having its particular benefits. Some vines are annuals and some are perennials, dying to the ground each winter. You probably want a woody type so it is covering the home year round.
If your siding is brick then a vine with "holdfasts" that anchor it to the wall would work. Some examples are English Ivy (quite rampant) and Trumpet Creeper 'Madame Galen' (also rampant).
If not you may need to provide some structure for it to twine around for support. Some examples of this type of vine are Sweet Autumn Clematis, Crossvine 'Tangerine Beauty', Chinese Wisteria, Gold Flame Honeysuckle (rampant), Pink Jasmine (may be cold tender in a severe winter), Carolina Jessamine (plant parts are poisonous).
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