Bay windows are great for static rooms, but they also add a nice indoor-outdoor feel to a room when coupled with an exit door. Instead of just a sliding patio door to lead to your outdoor area, a large bay window will add an extra are close to the outside but still inside. These indoor-outdoor areas are good for large backyards, but they can also work for people who have small outdoor areas, because it makes it seem bigger.
The perfect bay window treatments for doors are either curtains or vertical blinds. Curtains are good because they can bunch to one side and still cover the area, but if you want to regulate the light that comes in then vertical blinds are the better choice. Curtains with black out shades are still quite thick, but when blinds are closed to block out the light they are actually smaller than when they are open. By taking up less space, you are able to have more of an indoor-outdoor feel to the area.