The euro sham is 26 by 26 inches. There is a flange around the outside of the pillow, which is an inch of fabric that adds a nice border.
Match your shams with the same fabric that you have for window treatments, or use a variety of different fabrics for a richer effect.
For a king size bed, use three shams. A queen bed will need two shams, and a single sham works well on a twin bed.
Shams are not used as bed pillows. You can keep them on the bed, but place them behind your sleeping pillow and use them for added height.
Make a back row of large shams and use medium pillows in the next row, with the front row consisting of the smallest pillows.