Can you give us a link to the Penney's website for the ones you are considering?

I haven't heard of the shades warping unless they are really wide, and then it depends on the wood. I've had a bamboo mix of woven woods for 6 or 7 years and they are great. I don't have a liner because I don't need that much sun control, but that sounds like a great option. I love the light that comes through the wovens.
Do you have a home dec shop in your town? It might be worth it to have them evaluate your window situation before you spend the money. I'm sure they could tell you if it would work or if there is something better within an hour and that would be affordable. JC Penney's may have someone that could do the same.
This is just advice from someone with a shop who gets called "after the fact", and then the money is spent and they need help on a mistake.

Thanks for the responses. After I saw the shades at Penny's I went to the levolor website (sorry I don't know how to paste a link) and found that I could order on line at about the same price as Penny's sale price. I agree with you, sallymo, about a local shop. For things like this I don't like to order on line b/c I like to work with someone I know will be responsible for installation and any problems that might crop up. I also like to run ideas on all things past the folks her on all the Garden Web forums (fora?) because I feel like I can get unbiased and/or personal experience info that makes me a better consumer when I do get out to shop. Thanks again.

I have casement windows and if I want to use the screen so that I can open the window, then I can't mount a shade inside.
Yours may be different, but it is something you need to look at before you make your decision.
When we first moved in I ordered some to mount inside the windows in our guest room and didn't realize until it was too late that I couldn't put the screen in.

We have Levolor cordless, lined woven woods.

I can attest to the company's willingness to stand behind their product. Whe they were delivered, DH mistakenly thought that the cordless feature was, in fact, part of the packaging and cut through most of them (now, maybe everyone will understand why we don't do too much DIY).

He called customer service and fessed up to what he had done. They told him to send them back and they would repair them. Levolor even paid for the shipping.

When I was in Lowe's, doing some comparison shopping, I heard a woman rave about what a great company they were and how she had gotten something fixed even though it was eight years old.

Thank you for the head's up on the screen issue, chloe. Our screens haven't been put in yet b/c we're still waiting on finishing up cleaning and detail work inside the house so I completely overlooked considering the space they will take away from being able to mount the shades. It's good to know, too, that Levolor is easy to work with, parma. The windows shown in the "less than ideal outcome" thread are similar to mine except that I have no wall between each of the windows, just window trim so the 3 windows look like one. If I can't fit the shades inside the 3 sections of trim I'm afraid that one big shade covering the entire window will look too heavy and probably they don't even make one that big. In that case I'll have to find another solution which is really disappointing since the day/night shades seemed like such a great solution. Thanks again for all your help.