At my old house, I used flat curtain rods. At the current house, DH bought some copper water pipe, which he cut to about 1/4" narrower than the WuH. (After I had a small fit about the possibility of the copper oxidizing, he sprayed it with lacquer to prevent that.) He put a couple of molly bolts into the wall just where the sleeves end, leave the bolt part of the molly sticking out a bit, and the copper pipe sits on the mollies.
Pros for the curtain rods: easy to find, adjustable, don't make a bulge at the top of the quilt like the round pipe does.
Pros for the copper pipe: much easier for me to take WuHs down when needed, cheaper than the curtain rods, DH has fun cutting the pipe (must be a guy thing *grin*).