I am looking for the same ideas like you. Hope somebody help us!

inexpensive -try ikea. I did ceiling mounted curtains for a huge bay window in our old house. Was fairly inexpensive and worked pretty well.

If you do a search on curved window curtain rods, there are many options that might help if you want a standard rod/curtain setup. If you like the look of linen, the most inexpensive (large) curtain you can make is to get large fabric painters drop cloths (big box hardware store or harbor freight) and add the curtain rings that "clip" onto the fabric like these: curtain clip. (If they are too long, you and "hem" them with an a product called Stitch Witchery and an iron if you do not sew) If you are handy with a sewing machine, there are many options for shades, you just have to decide which pattern and type appeals to you the most.