I know it's odd to use shower curtains as regular curtains, but I always try keep as much money in my pocket if I can. If you don't have time, patience, and like to draw or color, then you can buy curtains with a design on them already. But if you want to create your own personal design, then I hope my first instructable gives you a good idea and an inexpensive alternative.
Step 1: Finding an image/design
For my room, I wanted to add some asian flavor to it, because I had plain blue stripes or plaid in it before. I really liked the idea of white cherry blossoms. Google found me this nice painting of a tree at http://fineartamerica.com/featured/cherry-blossom-at-night-rick-lowe.html
You could always draw your own and create your own design if there's something specific you wanted, like the logo of a band you like, something musical related, piano keys, or hello kitty... flowers, airplanes, sports teams or equipment, names, letters, a character you like etc etc.. Make sure it isn't too complicated or large and has a lot of colors.