How about painting the room grey with a blue horizonal strip trimmed in orange. Then use the black/grey/white bedding with blue and orange pillows and throw.

Hmm I sort of like that idea.

Can anyone show me that? Or anyway that I can do that before actually "doing that" in the room?

Are you completely redoing his room or just updating the bedding and paint? It sounds like the plan would be to not only feature two different color schemes, but both football and baseball. What types of items from the two sports teams would he like to include--posters, equipment, etc? Of the colors you listed, what colors does he actually prefer? Let that be your guide in determining whether to emphasize more the navy, grey or orange. My experience has been it is difficult to maintain a cohesive color scheme for my older two children (13 and 15) as once the walls are painted and the bedding there, they will just pin up whatever they collect that appeals to them. For instance DD went to a pro soccer game recently and was give a free gift of this huge banner (all in black/white/blue). She promptly pinned it over her bed--with the orange walls. Doesn't work for me so I dare not show pics of her room, but it works for her.

If you are adding any furniture I'd suggest black-IKEA--as it works well with teens as well so you will not need to totally start over again in 4-5 years.

Maybe something like this.