One idea that became popular in the victorian era was the "turkish corner". This was a bench, couch, or small bed, shoved up against the wall and draped with lavish textiles in bright middle-eastern prints, with throw pillows of the same style. There were also textiles hanging from the ceiling and walls, along with some middle-eastern trinkets (such as a hooka).

I'm sort of gravitating in that direction but in spirit if not in fact. I recently picked up a wonderful sitting mannequin. I had to do something with her on thanksgiving so I dressed her in clothes that had a harem flavor to them. It gave me the idea to find a place on the floor near my overstuffed everything to add a little harem flavor to the room.

My house is kind of Pacific northwest chalet, intalian renaissance, ....harem....with danish and stickley furniture ROFLOL When I write it down its hillarious.

I have just redone my bedroom in the Harem decor, I wasn't sure if you were still looking for suggestions. I found cheap prayer rugs at home depot, or at yardsales, hung them on my walls. I purchases Sari's from Ebay really cheap..used them for curtains and as a canopy for my bed. I made handmade mosaics from broken pottery/tiles I got from homedepot for less than 50 cents a piece. I also framed some antique jewelry I found at yardsales, mostly pins, it gives it a rich look. I also used silk fabrics I got at the fabric store in the reminant bins and made them into squares and made a wall art by just placing them in a geometric design. The five & Dime or Dollar stores usually carry tassles really cheap and I used them as drawer pulls on my dressers, and to pull back my sari curtains. Use lots of rich looking fabrics, and lots of jewel tones. I had a blast doing it.