If your bay window has unique features, or maybe features handsome window frames, etc. consider playing them up with individual, inside-mounted cafe curtains, shades, or blinds. Roman shades with contrast banding are tailored and traditional.

For closely spaced windows, try a simple set of shades or blinds, and add a continuous valance or a series of shallow swags. If you can plan carefully, your bay window curtains will look lovely whether your blinds are up or down. If you should use a valance, plan so the top treatment conceals the under treatments when they're raised.

For many bay windows, you will want to use rod-pocket curtains or curtains on rings. If you have rod-pocket curtains and curtains on rings you should know that they may require a hinged, flexible, or custom-bent rod to fit your window properly.