Depends on what you want. I have white roller shades with lace curtains in our bedroom. And in another bedroom I have white roller shades with sheer curtains on the window. Drapes would be fine also and if they are heavy enough, you probably would not need the shades.

I have drapery panels with a blackout roller shade in our bedroom. Works well.

I think it depends on the style of your home and room. You can find lots of options that will be functional, but what do you want it to look like?

You have several option for your window treatment challenge. First, it would be interesting to know the size of the window you want to cover and seeing a picture of the room. From there you can do bottom up top down shades which are great for privacy and light management, roller shades, wood blinds, venetian shades and more.