I should have said, I started to make a larger style throw rug (which would be like something to throw across the bottom part of a double bed (not pillows). It was knitted in five panels with changing yarns and textures etc. It looks great BUT what has been the killer is weaving in the end. There are scores of them..scores..and I haven't yet finished the work simply because I keep getting blah about that. Because then I have to sew the five panels together. It will be wonderful when done (tho I already wish I had done the edges a little different but those ends! So, I would now do something where it was a continuous knit - perhaps panels - but little colour variation and so on.
But the squares Shandeh's patterns had are great. True a load of sewing together also but at least you see the squares pile up
Otherwise I would go for big needles like sarah_jayne suggested and a rich yarn and just enjoy. Again it can be yarn choice. I'm seen some superb bed throws just simply knit with big needles but yes, more than one strand of yarn SO you need to consider cost.