For small windows you can use a lightweight material if you like, but for larger windows you will usually need a heavier weight of fabric. You can buy this at shops that sell upholstery fabrics. Ask for a small sample of the fabric to take home before buying, so you can check the colours in the light your room.
BUY QUALITY – the best you can afford. Good quality fabric will be woven straight, and not lose its colour in sunlight. In particular curtain fabric should not stretch in any direction so test it by pulling gently.