By limiting the color pallete of the entire room to no more than 5 colors, and sticking to that color pallete with all selections of rugs, draperies, fabrics, paints and wood tones - your room will feel cohesive no matter your choices.
Its generally easiest to select a rug, fabric or major piece of artwork and pull the colors from that item than arbitrarily selecting a color scheme or paintcolor and trying to find fabrics & colors to work with it.