Often times in my adventures I run across scenes that I might like to capture but a window lies between myself and the scene in question. Well, if they are clear enough to see through, you should be able to shoot through them, too.
The scene below was made exactly that way. I simply held my lens directly up against the glass and made my exposures for the HDR image. Sometimes you have to shade your lens to eliminate reflections in the glass. Most of the time it's your own reflection. You can shade your lens with your arms, or hands. Similar to the way you would your eyes when you walk up to look through a window.
The image of the barber shop was made the exact same way. Lens pressed right up against the glass and fire away. The reason I had to shoot through the window at both of these locations is simply they were closed at the time and I couldn't gain access inside.
Another thing to remember is you can also include the window in your composition. The image below was made in The Great Smoky Mountains. It is not an HDR, like the above shots, but a single exposure. I decided to use the window in my composition and show you the details outside. If you're sharp, you'll also noticed I framed the barn in one of the window's frames ;)
When you're out and about, don't be afraid to use the windows. Either as a part of your composition, or simply shoot through them....or sometimes both.