Just finished replacing a shitty curtain rod from a furniture store with one I made myself. The shitty one was super flimsy, had the softest drywall anchors I've seen in a long time, and its adjustable nature meant that the curtain rings would get stuck in TWO places when moving the curtains. :/

My homemade replacement was made from two 6 foot polished stainless steel tubes, joined with a mild steel sleeve expoxied in, then cut to the correct length. (I couldn't get any lengths longer than 6 feet.) I simply drilled holes through the ends, then used self-tapping Robertson screws to fasten the rod to the nearest (steel) studs beside the window. Lastly, I plugged both ends with JB Weld putty to keep anything from getting inside the tubes. :)