First off, I started with the Cotswold Industries Fuse-a Shade Roller kit, which I bought off Amazon for about $34. This kit claims to have "everything you need to make and install a roller shade, except for the fabric," but unfortunately, that claim is a little grandiose. Even though mine was completely brand-new and sealed, it lacked screws, a dowel to weigh down the lower end of the shade, staples to attach the shade to the roller, and instructions on how to use the mounting hardware. We also had to use my husband's chop saw to cut the roller to the correct size, but now I am getting ahead of myself.
For my material I picked a mid-weight drapery fabric from Hancocks, something that would normally have been $24.99 a yard but was on sale for 50% off. I had a 27" by 72" window to cover, so I bought 2-1/4 yards of fabric (an extra 9") "just to be safe," and ended up using pretty much the full length of it. I removed the fusible and folded it onto my large (24x36") cutting board, and cut the fusible to width (in this case 29" so I had an extra inch of coverage on each side).
7 or 8 line items down it also told me I would eventually hem the drapery fabric by 3/4" on either side, so I cut my Drapery fabric a little wider - 3l.5" and was very grateful I read directions before proceeding. They didn't exactly tell me this at the cutting stage.
Next step was "test fuse" - I cut a 6x6 or so square out of the spare fusible (the fusible was 41" wide so I had plenty of extra), and a slightly larger square out of my spare drapery fabric. Despite some of the negative reviews on Amazon, the fusible held to my (mid-weight drapery) fabric great.
The instructions say you should give the fabric and fusible to a professional dry cleaner to steam, but I found this wholly unnecessary. It might be required if your fabric is heavier, stiffer, or more textured than mine. But my medium-weight fabric stuck just fine.
Next up as aligning the shade and the fusible backing, which went pretty well since with the rotary cutter it was easy to get good cutting accuracy. Hand-fusing a 29x81-ish piece of fusing to material was not a particularly fast-moving task, and I moved the ironing board over to the kitchen table to prevent the hot fusible from getting creases as it draped off the ironing board, so definitely don't recommend this step if there are kids underfoot because it created a huge trip hazard in my house. But, I think I had the thing properly fused in under 45 minutes; my fusible was a little longer than my shade so I trimmed it, (about 2" to spare on top, and 6"+ on bottom) and then it was on to the hemming.
For hemming, I folded the fabric over using the fusible as a guide, pinned like it was going out of style, and ironed the crease as I went. Then I dragged my fully pinned shade to my sewing machine, where my little Janome DC2007 made short work of it. I don't have any pictures of the sewing because it went so quickly, but here's a picture of the finished shade, back on the roller.
I sewed a little 2" pocket at the bottom for a wood dowel, but ended up not needing it.
The roller is cardboard, and theoretically could be cut by a box cutter but we had much better luck with my husband's chop saw - the instructions don't say, but we cut the roller to 1.5 inches wider than the shade, and that seemed to work. The roller comes with a sticky strip that works all right, but doesn't seem too hardy by itself: the instructions say supplement with staples, which are hard to get into the thick cardboard with a regular stapler but I did get it done. Having an extra 9" was helpful also because even fully extended, the shade still wraps around the roller twice.
The mounting hardware doesn't come with screws - you'll need 4 - but the mounts themselves are pretty straightforward. Slip the plastic parts into the cardboard tube, mount the metal parts at the edges of where you want the roller shade to go, one side threads in and the other side has a latch that can be lifted to lock the other side in. At the end, I had a roller shade that looks like this:
All for the price of about $65. Good luck to anyone else who wants to try it, I hope this summary of my experience helps!