Here are some different idea for making bed canopies. Most look very easy to do.
http://interiordec.about.com/cs/cano...anopybedsg.htm
On the first page, theyve made a canopy using curtain rods hanging from the ceiling. Really cute!
Ive also seen a canopy made using PVC pipe as the frame and then it was covered with material---I think that was on The Christopher Lowell show.