@Feryll - Water is going to find any opening and when it can't find one it will make one if there is any way possible. Whether you have a roof window or a roof skylight you can expect to have water coming into your house eventually. A skylight is just going to be something that is going to leak at some point.
I have a friend who wanted a skylight so bad. Finally she got one and it has been nothing but one big headache after another since she had it put on the roof. Now she simply wants to close the roof back up and be done with it. My advice is stay away from skylights.