They finally moved one of France's great homestores to the city. Madura is on Madison between 85th and 86th. You just don't find curtains like they have in the city. They have a beautiful array of ready-made curtains as well as tie-backs and decorative pillow covers (as well as inflatable pillows if you need inserts).
Best deals are on items going out of stock, they get discounted 30 - 50%.
Now, price is the one downside - curtains are sold by the panel - ONE PANEL - can can be very, very pricey. If you're in the market for curtains and going to Paris anytime soon, take a look at this store, write down the item number, size and price, and try to get them in Paris - I saved over 50% there and got two curtains for $10 more than I would have paid in the city.
That being said, great place to browse and get ideas, too. Just beautiful merchandise!