Should I use a valance or cornice?
If you are wanting a ruffled outcome on the header of your window, then you will want to use valance. A valance has a rod pocket sewn in so that a 1", 2", or 4" rod can be threaded through it.
On the other hand, if you want a smoother, more contemporary look, then it would be best to have your window header attached to a cornice box. Some cornices even have a layer of quilt batting sewn in between the fabric and the lining in order to give it a little softer look.