My bathroom has no window, instead it has a skylight. There are three smaller ones running the length of the hall as well.
I love the natural light they bring into the house. My favorite part, though, is when visitors try to turn off the bathroom light and can't figure out why the switch doesn't work.
It doesn't happen as often in the winter as during the rest of the year because the snow puts a bit of a cramp on the skylight's style.