If you want cozy, you should go for warm tones: reds, oranges, browns, etc. Here are some examples:
This is exactally what I was going to say! Blues/cool tones will make the room feel colder and larger, great for that small office space where you want everyone to stay awake, not so great if you want to create a sence of cozy. We have a rug that has red, black, brown, and beige squares on it and I love how it picks up the beige in the walls and the red in our throw pillows and adds warmth to the room without being overwhelming. Honestly, I would pick a rug last/later in the game (after you get your couch, pillows, curtains etc) so that it enhances the room rather then distracts from it, its hard to know if something is too busy or too plain until you have the larger pieces of furnature in the space itself.