Under Henry VIII, privacy became more and more of a luxury. Palaces had been characterized by their lack of privacy and communal nature. There was not much a monarch could do without the entirety of the court being there to watch. “Until the fourteenth century, kings had lived, eaten, and slept in the great hall and chamber; life had been communal, with little concept of privacy” One can see from the plans of Hampton Court Palace, that there was certainly a hierarchy of rooms. The chambers of the King were all back to back, leading from the Great Hall. This allowed Henry VIII to strictly control who could meet with him and in what setting. Only the closest and most important courtiers ever made it past the privy chamber. "[A]t Whitehall and Hampton Court, new private rooms multiplied like a cellular growth, and 'secret' chambers were added on as an extra grade to 'privy' ones." This is an aspect of royal palaces and architecture that certainly changed during the Tudor Period.The video linked, is a PBS documentary about the so called "Secrets of Hampton Court," it goes into great detail about the way Henry VIII lived in Hampton Court. Henry VIII’s father, Henry VII, had retained the traditional design for royal apartments at Richmond Palace, initially. Eventually, beginning to move away from that design towards privacy after a great fire.
Another aspect of Henry VIII's construction and architecture that had to do with privacy was the construction of numerous lesser houses and hunting lodges. One example of this was Nonsuch Palace; this was an entire palace dedicated to hunting. This palace was private because it was not large enough to accommodate the entire court:
"Nonsuch stands apart from other palaces in terms of decorations as well as function. It was never intended to accommodate the entire court, which numbered some 1,500 people by the 1540's: it existed as a pleasurable retreat for Henry VIII, his privy councillors, and his favourites. Its connection with the King's intimates accounts for its peculiarly exuberant, extravagant decorations." 
Therefore King Henry VIII could retreat here to be with only his closest courtiers and family. This was similar to controlling who could enter into the more private chambers, but on a larger scale - Henry determined who could come to stay at his newest palace. Those who were not invited to Nonsuch would likely have heard rumors of its splendor and desire to visit it even more, attempting harder than ever to get into the King's good graces. Nonsuch was also a response to contemporaries around the continent, specifically France, as Henry VIII constructed it to show the might of the British crown in his own take on French Renaissance architecture. Regardless of what kind of power the King was trying to portray, he certainly achieved his goal with the awe inspiring Nonsuch.