Windows in the bathroom are a good thing. Just put a nice blackout curtain on the inside. No problem. If you _need_ to open it, you can.
Two words: White Castles.
If I were building a house from scratch, I'd put a hidden small spiral staircase from the closets in the master bedroom/children's rooms (would have to be sort of adjacent, but hey, I like drawing plans) down past the first floor and into the safe room in the basement. I'd have a HEAVY steel door accessible to the outside in the safe room.