I have had curtains custom made for my home, have made some roman blinds myself and have ordered curtains from overstock.com. They all worked out for me. If you have the curtains made, you can use a thick material and you won't need a lining. The curtains in my daughter's room are a damask that is silver and quite thick with no lining. These were custom made. The curtains in baby #2's room (due in April) were also custom made. We did cotton shades behind linen curtains for that room. The curtains in our bedroom are velvet. They were mass-produced and came with a lining. I got them from overstock.com and love them as well. Finally, for our family room we had 4 windows and I went to an upholstery fabric store (Weaver's) and bought canvas fabric, which is pretty thick and made roman shades myself. Again, no lining since the fabric is so thick. I love them as well and it was really easy to make the roman shades.
So you have lots of options. If you don't want anything fancy, curtains are very easy to sew yourself or to get have sewn for you and the roman shades required very little sewing.
Good Luck,
D.