We didn't know what we were having until my daughter was born, so we had to be neutral. That said, I love that we went with an "undersea" theme. It's easy to find stuff, and easy to make, too, and the stuff is every different color scheme from primary to pastels.
Here's a picture of the wallhanging I made for her (it, at the time.) I made it out of a 24"x36" floor cloth, dowel rod, decorative end thingies and ribbon. Oh, and paint. And little dried starfish hot glued on.
I'm really proud of it, and it was SOOOO easy.