We're helping our friend Susan look for window coverings and when we emailed her the top photo (we liked the green panel on the right), she replied "actually, I kind of like the look of different curtains on the same window". Hey, we hadn't thought of that but why not? We like it too.
If you're shy about trying this, you could start with the same fabric in two different colors (like the photo above), or even mix two prints with similar shades. Maybe you even have a bin of fabrics stored away that you love — so there could be something about combining them that would inherantly express your style.
Images: 1, 2, 3: Anthropologie; 4; Domino magazine