I saw a report on a new type of bullet-resistent glass for autos and homes which allows return fire...you could have the safety of this glass to protect you from outside shots, yet still return fire if needed.
No, I don't recall the name of the company but I think it's out of California...
The only problem is that windows work both ways for the criminals as well. They need to be defended like a bottleneck. Ideally, you would want a safe room where both the window and door are next to each other, not on the opposite sides of the room, so it would be easier to keep an eye on both. Keeping an eye on two points of entry should keep most anyone more than occupied.