I purchased curtain rods for several windows in our house an embarrassingly long time ago. My husband put them up in a timely fashion, but this is only the second rod I've used so far.
I had a hard time deciding exactly what to put up. I really wanted to use something from my out-of-control fabric stash, but I just didn't have anything that was both big enough and suitable.
I finally decided what I wanted and purchased 3 yards of toweling from Fabric Depot. If you're not familiar with toweling, it's just like a lint-free kitchen towel, except continuous. The sides come pre-hemmed. (Some day I want to buy some of this or this and hem my own kitchen towels.)
I pre-washed the fabric, ironed, and hemmed the sides. Next, I sewed a strip of fabric across the top of the back, leaving the two sides open. It took longer to decide what I wanted than it did to actually sew it up.
All I had to do after that was to put it up! (And take pictures, which turned out to be deceptively difficult.)