I got some thick velvet type material and did a quick sew job to the top to allow for a curtain rod, and sew the sides. Since I have little skill with a sewing machine this was about as much as I could do! LOL!
If you want to get fancy, make two panels of the thick material of choice (put it to light in the fabric store to make sure it is dark enough), and two panels of a thin whispy material. The darker ones go on the outside curtain rod (I have a fancy rod for them) and the thinner ones closest to the windows (those rods are plain). That way you can tie back the darkened ones with a nice cord to allow nice ambient sunlight in on days you don't have to sleep during the day!
It was really easy actually! And if I can work with a sewing machine and do it...heck, anyone can! Fabric stores are great for all this stuff, and watch for sales and coupons to make this a cheeper venture. I suggest NOT going with the materials they say are for decor..they are too expensive (the ones on large huge bolts)...I just went through sale items and found what I needed and usually 1/2 off!
Have fun with it, and match up colors you enjoy with your room decor! (and if your decor is a normal shade of messy like mine..well anything goes! LOL!)!
Oh yeah, and for those cracks between the panels that occur...I used a little velcro (stick kind so I didn't have to sew). Trick is to make sure you have plenty of slack in the dark panels so you don't get the light