Dodgeman is right. Consider if you need an escape route.
I had my windows replaced with glass block. I looked up glass block in the phone book and talked to a couple of companies. I found that it wasn't worth my time to do it myself. These companies make really nice windows off site and just bring 'em in and install them. Think about putting vents in them for cross breeze.
My windows are below ground (wells) and it seems to me that more light actually comes in then before. Something about the way it comes through the block?