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 grommet curtains or curtains on rings. If you have grommet curtains and curtains on rings you should know that they may require a hinged, flexible, or custom-bent rod to fit your window properly.