And, here's our powder room:
These are a little different (notice the middle pleat on the powder room valance), but the concept is the same.
1) Fabric (amount will depend on the width of your window, length of your valance, and the pattern of the fabric).
2) Ribbon or jacquard trim (optional).
3) Hot glue gun and glue sticks.
4) Basic curtain rod (see photo below) and tools for installation (drill, screwdriver, pencil, level). I use a 2.5" projection Levelor-Kirsch rod, which costs about $3 at the hardware store.
Unfortunately, I didn't take photos while making these, but I'll do my best with the step-by-step instructions:
Step #1: Assess your window. Determine how high to hang the valance (I like to hang near the ceiling to create the appearance of height, and to avoid blocking too much light from coming through the window). Determine how low you'd like your valance to hang (I actually didn't measure this very well on the powder room valance and the bottom of the shade just covers the top of the blinds. It's best to have it hang at least an inch below the top of the pull-cord).
Step #2: Install your curtain rod. The rod is extendable - so, you'll want to tape it at the seam so you can use the length of the rod to plan your valance. Then, take the rod off the mounting brackets.
Step #3: Assess your fabric. If you're using a solid fabric, this step is unnecessary. But, if you have a print - you'll want to play with the fabric to figure out how to center it, and where/whether to put the pleats (you might even iron in some pleats, safety-pin it, and tape it to the wall). My windows are relatively narrow, so I was able to work with standard 54" fabric. If you have wide windows, you might need to piece your fabric together to achieve the desired width. Use the taped curtain rod as a guide for width. Even if you don't do a pleat (or multiple pleats) in the middle, you'll want pleats to fall right at the corners of the rod - so, measure carefully.
Step #4: Measure and cut your fabric leaving about an inch on top and two inches on the bottom.
Step #5: Iron and seal your hems. I use a 1 inch single hem on top (no one will see the frayed edge), a double-folded 1 inch hem on the bottom (fold up 1 inch of fabric and then fold up again) and a very small double-hem on the sides. You can use stich witchery to seal the hems, but I just use hot glue. Just be careful not to get glue on your ironing board, or you will be gluing anything that comes in contact with it under a hot iron!
Step #6: Measure carefully and set your pleats. Iron the folds and seal them with hot glue at the top only.
Step #7: Add your trim (if applicable) with hot glue. You can trim top and bottom (as on my master bathroom valance), just bottom (as on my powder room valance), or create a more intricate design with your trim.
Step #8: Attach your valance to the curtain rod. I lay the valance (front side facing down) on the floor and place the rod on top. I then start gluing from the middle, using a thick row of glue along the top of the valance. Glue the valance to the entire front of the rod, and then around the sides (leaving the holes clear for the mounting brackets.
Step #9: Attach the rod back to the brackets and you're done!
Apologies for the lengthy text and lack of how-to photos. There are several other great tutorials out there, but I haven't seen one using the curtain rod method before.
Of course, if you try this - please send photos (and link back)!