I always like the look of roman shades in a bay window. By keepng them all at the same height, it creates a calming horizon line that unifies the angles of the three planes. However, if the individual windows are not standard sizes, you're limited in your options of "off the shelf" products- though that doesn't mean the perfect color in the perfect fabric in the perfect size isn't out there!
Another nice tailored approach is to just do straightforward panels on either side of the overall bay window and one down each bend or corner. Some designers argue to have your panels hang a 1/4" too long so that there is a slight puddle on the ground, but I'm totally of the other mind set. If you're panels hover 1/4" above the ground, the pleats and lines of the fabric will always hang stick straight, giving you a much neater, more custom look.
: ) KC