Don't skimp here. Lining should always be white or off-white to the outside. Different items are mounted in different places. Pleated or shirred-on draperies are mounted on the wall, not the window frame. Roman, balloon, and laminated shades can be mounted on the frame.
Top treatments are above the window on the wall.
Always take very accurate measurements from the point of mounting to the bottom of your treatment. You have so many choices of what to make. For instance, there are many variations of swag and cascades, such as board, pole, knotted, wall mounted, etc. Look for ideas and then think of how you can make it work for your personal tastes. Patterns are available in local drapery fabric stores as well as through the mail.