Make sure the color of the window treatments are the same as the walls. That way, there will be an unbroken visual in the room. I have the same problem and I got custom cloth roman blinds for the windows above the heater and the same fabric for drapes for the floor to ceiling windows. You may think about getting window treatments from Boscov's. They have a good seection.

I need a more cost effective option than roman shades because its a rental, like curtains.

What is wrong wth the treatment that is there?

If you need something to cover the door for privacy, look online for a Japanese door curtain. They are called "Noren". They usually come in 2 panels but you will probably only need one. You can hang it with a tension rod.