They are extremely exotic. Place these incense sticks around your room. You don't even have to light them. They have a strong smell and can just work like an air freshener. They almost feel like a smooth second skin to yours.
Satin sheets are extremely sexy.
Pastel colors are also romantic. Or if you are extremely passionate, you can get red. If you have plain curtains and you want to savvy it up a bit, try getting lacy curtains. Always keep a vase of fresh flowers around your room. They not only make your room look lovely, they also smell good.