Has any climbing plants been used to envelope a house for the purpose of creating shade? What would be the best vine for this and why?
By and large, no. Climbing plants trained up houses are there either for disguise (of a poor facade or something) but more usually simply for aesthetic reasons. Whilst a close cover of something like Virginia creeper might keep the sun off the walls in summer, that won't be why it's there. There are drawbacks to training climbers up house walls, and there's no real advantage if shade is what you're looking for. Plants such as Virginia creeper may cause damage to old mortar pointing, and need to be kept in check, or they have a tendency to penetrate inside the roof space of a house, and through windows; Hedera (English Ivy) will stick to the walls so securely as to cause damage to mortar and brickwork. Climbers which need support on house walls such as Wisteria need pruning twice a year, which is no easy task on a two or three storey house.
For shade purposes, a pergola can be constructed and climbing plants trained up and over the top, often so that people can sit beneath it out of doors, especially if there is no other shady area within the garden space; they are sometimes constructed relatively close to a particular part of a property to provide some shade in a full sun exposure situation, and this may help keep that part of the property a little cooler.