Just a few suggestions...
Yellow curtains (since the little monsters on the movie are yellow)
I would keep the crib simple with a cute crib sheet and crib skirt- I saw yellow and blue striped crib sheets on babybedding.com and that would go cute with the theme
They also sell despicable me plush toys and you could decorate LO's bookcase, or dresser with those to bring out the theme
Orange, blue, and yellow letters for his/her name or picture frames if you go that route
As far as paint, if you pick the right shade of grey I think that would tie everything together really nice and I'd probably go with white furniture if it's a girl.