We opted not to know the sex of the baby for both of our kids. So, the nursery is a granny apple green. When we moved our son into his own room, we painted it a neutral blue, not pastel. I got car stickies, but he is outgrowing them now... so I've been checking out the company store, amazon, etc.
I love the airplane suggestion. I had seen a great plane in pottery barn kids ages ago, and then waited too long to order.
Anyways, any plane would be great, along with other vehicles.
The company store use to have wallie type decals of construction vehicles, that have nice colors, not cheesy looking. Matching bedding, if you can afford it. Lots of themed bedding there. I usually buy a top OR bottom sheet, and mix it with plain bedding colors from kohls, etc.
Cost plus world market has some animals (frog comes to mind) that hang from a wood ring and spring up and down. Fun for over the changing table.
Other themes: space (see costco.com, moon in my room), racetrack, sandbox/beach, fairytale -jack and the beanstalk, etc, vintage disney characters, treefort, castle... if you like to paint you could do some mural to enhance the theme.
edit: one more... alphabet wall cards might start you out on a good theme. I got the garden alphabet from eeboo (eboo?). They are available at land of nod, red envelope.com, and amazon has many. Very cute, and great artwork at a reasonable price.
http://www.amazon.com/s/ref=nb_ss_gw/105-###-###-####-###...
best of luck, and congratulations. let us know what you decide.