Using colored glass in a sun facing window is a simple, and basic design technique. Using colored glass in an eastern facing window will soften the glare of the rising sun in the morning.
For an afternoon and evening show, use a southern facing window to take advantage of the longest part of the day.
There are many suncatchers that you can hang by a chain and a suction cup that work very well. The clearer the glass, the more the sun can shine through it and cast the color throughout the walls and spaces in your room.
More items you could display are glass figurines in different color and textures. You can have a mix of backyard animals, or songbirds that look like they're perched on your window sill.
Kathys Animal Figurines on Etsy