I finally decided to go ahead and get the bamboo roman shades from Countrycurtains.com. They are insulated and they really block the light. Perfect for this winter. These are the wheat border with a 30 inch width. Here's the link. I like them a lot and everything I order from here is really nice quality.
The hardest part of doing this armoire is picking the right color. I went and got a bunch of paint swatches today. Here are a couple of colors I like so far. They are a blue/gray. It's really hard to tell the real colors from a computer monitor, but what do you think? Which one? Something different?