Steve is correct, but if you realy like the look, here's more advice:
If your roof is not going to have a lot of trees above it to drop stuff on it, and if it's not too low of a pich (less than 10 degrees) .. chances are that a skylight will be alright. Of course, there's always a chance that it will leak - and after 15 years or so, it probably will leak. But if you check on it yearly - make sure no debris collects around it - make sure the flashing, caulking & whatever else is in good condition ... it should be alright. When the skylight begins to show major signs that its seals are worn out & it's going to fail, replace it before the problems start.