Drapes and valances for above a french door?
Either will work but it really depends on your decorating style. I personally think a decorative cornice would be elegant and a valance would be functional and practical.
Unique/Designer Children's Bedding....?
Maybe try I've personally never bought from them, so I can't tell you anything about their quality, but their selections for youth bedding are great! Their prices seem to mirror those of the stores you listed, however.
Scarf Valance: If I buy from Joanne's, how do I sew?
A scarf valance only needs edge stitching. first you must have a sewing machine. or you can get that tape that thet use to finish edges from a craft store. Jcpenny and Linen N' Things sells great scarfs.