I would like window bricks that are colourable and use prints. They would not be as thick as regular bricks, but half as thick or less.
Centering them would be of importance. The (current) problem when you're making a window that isn't square, is that you have to make the walls at least three bricks thick, and you might also have to ruin the æsthetic of the build, just to make the windows look the same on both sides.
Let's say you're making windows in the style shown below. You want those pillars and pilasters to look nice, right? Well you can't, if you're going to have glass in them, because you'd have to split them in two and it'll look all horrible and stuff.

Basically, a thin brick that can be built inside any other brick. Preferably not of the same category as zone bricks (I don't know how this works).
It would (obviously) also be useful to have these bricks in both horizontal and vertical fashions.