An evergreen is a plant that has leaves on it all four seasons, and is always green. Evergreens should not be confused with some deciduous plants that will hold dead leaves through the winter (like Pin Oaks). Evergreens will shed their leaves occasionally, but not all at once like most deciduous species.
Most conifers are evergreen. There are also many broad-leafed evergreen species.
Like with any other species, before considering planting evergreens, make sure the species is adapted for your property and the specific location on your property. Evergreens are great to mix in with deciduous plants when planting your landscape, as they provide seasonal interest year-round.