Bay window curtain rails are more affordable and give a neater style than curtain poles. Bay window curtain rails are made of metal or PVC, though the first ones are more durable. Some rails are made of aluminum and are flexible, so you can bend them to fit your bay window; there are also aluminum tracks that come pre-cut and cannot be bent. These are appropriate for light/medium-weight curtains. Other materials such as brass are also flexible and are perfect for medium/heavy-weight curtains.
Bay window curtain rails come in various colors and lengths, and can be fitted onto the wall or the ceiling with discrete brackets. You can install double or triple bay window curtain rails to overlap curtains or add a valance.