Deep orange silk - simple and elegant, but quite a statement!

Try West Elm, Pottery Barn, and Pier 1 Imports.

Gray and yellow is a great combination, especially if there will be other small yellow accents in the room--sofa cushions, some pottery, maybe a lamp base?. You could also look for a curtain fabric that combined either gray and yellow or gray, white and yellow in a nice, maybe geometric pattern.

Here are a few examples of grays with yellow used effectively:



Note that a little yellow goes a long way, so I'd keep to accents.

If you have trouble finding yellow to go in the curtains, consider perhaps something like this instead, and use the yellow in the cushions and other accents:
http://www.westelm.com/products/queen-annes-lace-printed-panel-b874/?pkey=cwindow-panels-curtains-shades

Thank you for the assistance, it is much appreciated.