Decide what kind of look you want for your room and pick a color scheme. This will help you later when decorating your bedding, so that bedding will coordinate with the rest of your room. For example, if you want bold colors, do brightly-colored bedding, or for a more relaxed look and feel use subdued colors.
Make your own duvet cover with some fabric from your local crafts store. Measure two pieces of fabric just a few inches smaller than your comforter's size to insure comforter will fit snugly and not slide around in the duvet. Sew your two pieces together, with the sides that you want seen facing each other, leaving one side open to put comforter in. Flip your duvet inside out and put the comforter inside, then sew on buttons to secure the open side.
Dye fabrics yourself at home, if you can't find a comforter or fabric that you really like for bedding. You can use fabric paint to paint patterns, you can use a tie dye kit for a funky retro look, or you can just use one color you really love and dye your duvet cover all that one color. Never try to dye a comforter, as its thickness will cause uneven dying.
Head to local décor stores and look for some festive throw pillows that coordinate with your bedding or you can buy ones that are completely opposite the color of your bedding to create a contrasting look. You can also make your own pillow covers for throw pillows and sleep pillows, using the same method you did with your homemade duvet cover.