Skylights are popular options in the desert to brighten up dark rooms. Even small windows can make a big difference in the way rooms look and feel. There are many brands and several styles to choose from, but there are two main choices. Skylights come as venting units, which open, or as fixed units, which don't. I personally love a venting unit, particularly in a bathroom or kitchen. Of course, skylights are usually in hard-to-reach places, which means you will likely need an extension rod to open and close the window, which some people find inconvenient. They are also usually more expensive than a fixed window.
If you choose a fixed window that doesn't open, be sure the room has plenty of ventilation so condensation doesn't become a problem. Think of small vents to help with air flow.
Now for the fun part: style options. Check out my Houzz Ideabook for a collection of skylights I have collected for future projects.