I must unfortunately be bold enough to disagree with Mets. Sure, glass was used in the baths, but then often specifically to let the sun into the rooms (e.g. the Suburban Baths,Herculaneum, which even has a sundeck). You can also notice that large windows does not appear in baths until window glass was invented - other forms of covering would not do. We also tend to think about glass as something valuable in antiquity. Fair enough, it wasn't cheap per se, but not that much more expensive than pottery (here I'm referring to vessels of different kinds) and I do believe, and this is my own opinion, that glass windows were far more common than what we tend to think. I know that they have found almost complete windows in Pompeii taverns - not only fancy houses - and it seems quite clear that the small amount we have preserved today is a affect of modern find treatment rather than ancient usage. The shards were simply not collected until quite recently and still only a handful of experts can use them productively.
Further on, it is also quite clear that glass was not the preferred choice when it came to security; there are ample evidence for the usage of iron bars in low windows. I would really like to know their sources behind the safety issue.
And at last, window glass came, as far as I know, in several different qualities. The simplest were produced as here described, the somewhat better possibly polished at one side and the best polished at both sides. This means that a window glass wasn't just a window glass - you had a wide range of qualities to make your choice from depending on your ambition - and purse.
This is a very important point; glass was simply the somewhat fancier solution, but still one among many other.
You should take a look at Domenic Ingemarks (Lund) work if your interested in Roman glass.