I believe you would be better off finding seat covers you like, then DIYing the rest of it to match. My reasoning for suggesting this is that the seats see a lot more wear and tear more frequently than the door panels, headliner, etc. Because of this, you would want a stronger material made for seats, and you'd want stitching that will hold up to the abuse and not split. You could do it yourself, but you would probably need an industrial or heavy duty sewing machine to be able to punch through 2+ layers of whatever material you use (leather will be tough)
Headliners aren't too bad assuming you can get it out of the car. You remove the old material from the backer board and then stretch the new material across it after applying the best headliner adhesive you can find. You'll need something to hold it down to conform to and shapes, but that's not too hard. I've seen Soda cans used for that.
Door panels are a little harder, but same concept. Remove the panel. Figure out how to detach the part you want to cover from the rest, Glue/stretch material on and let dry. Re-assemble.
Now make note, these are just generalized and I have not done this before, but have read several DIY posts on these things, and talked to a couple shops about doing the seats in my blazer.