A couple things I would consider before making your decision:
Privacy, if its a sleeping bunk, make sure you have a comfortable level of privacy.
Security, make sure it can't be easily opened by "unauthorized" personnel from the outside.
Safety, if its glass, make sure you use tempered glass. Regular window glass will be very dangerous if it gets broken!
If you plan to use it as an emergency exit make sure it will open far enough, easily. I don't think modern skylights will open more than a 6 inches or so without breaking off the arms that lift it first.
Maybe something like a tinted sunroof (manual model) from a car, the aftermarket type that just unlatches and pops up would work, as long as it can be completely removed from its frame for use as an emergency exit.