Establish a budget. As with any home improvement plan, expect the budget to be challenged, but start with an amount you are comfortable with.
Make a list of what you want the window covering to do. ie: protection from sun, privacy, keeping heat out, keeping heat in.. etc. If you have pictures of window coverings you really like, dig them out.
Hire a professional decorator for a 1 hour consultation. THE SMALLER YOUR BUDGET, THE MORE YOU NEED A PRO. You don’t have money to do things twice. A good decorator will give you advice on all the options available that meet your needs, not just the ones they sell and should be able to provide you with detailed drawings of what the finished product could look like. Confirm with the decorator that accurate renderings will be provided. They will also be able to advise on color, style and any difficulties you may encounter hanging the various treatments. Your decorator is like an encyclopedia, it is their job to know a lot about a lot of things. They may not know the exact specifics of all window treatments but a good decorator will have an extensive knowledge of what is available.
Remember, a blind salesman will most likely not tell you about the newest drapery blackout lining on the market, and the drapery salesman will most likely not tell you about the new blind available at Home Depot.
Spend some time considering your options, maybe do a bit of research on the internet. You may decide that you want to look after some window coverings yourself - the idea is that you should put your money where you will see it- and have professionals do some areas. ( Less expensive blinds in the kids playroom, custom draperies in the living room).
For the do-it-yourselfers head off to Home Depot, the Sears Cataloge or Fabricland and get started or contact the professional for the type of covering you have selected and shop with the confidence that comes from knowing you have done your homework and you are doing the right thing.