I never really went with one theme for Julienne's room because I kept changing my mind. She has a little bit of everything and I think it looks cute together. You don't have to just do one theme, it will still look cute. For the younger girls you might want to pick one theme but for Jordyn she might enjoy having a little bit of all the things that interest her in her room.
For instance, I started with baby winnie the pooh when I was pregnant so the bedding and some stuffed animals and stuff match that. Julienne is in to Dora so she has lots of Dora toys and stuff in her room. She also has a Disney Princesses vanity set up with Princess brushes, mirrors, etc... and on the walls she has a fairy tale themed Sesame Street Poster. She also has about a million Elmos and elmo related stuff in her room because she developed an Elmo obsession.
So I think its fine to not have a theme for the older girl. For the little ones, who knows? You could do anything. I think for babies cartoon character themed stuff that you would do with a toddler is a bit tacky. What about something like this?
http://www.target.com/gp/detail.html/sr=/qid=1241622701/ref=/186-5753890-7291201?ie=UTF8&node=13794711&frombrowse=1&rank=salesrank&asin=B000VR84SW&rh=&page=1 (Holy crap, that is on clearance for SOOOO cheap! 13.74 for a 3 pc. bedding set) Its a girly farm theme, then you could find other stuff to go with it. Like cute pink and purple farm animals.
Also, if you go here: http://www.toysrus.com/category/index.jsp?categoryId=2256246 and click on Character/Theme to the left it opens up with like a hundred different nursery themes.
I personally like nature related stuff, like birds and trees, in colors like pink, beige, brown, light green, and blue.