We are renovating our ensuite, and are deciding on the style of window to install (none at present). Is there a recommended style ie glass block (style that doesn't open) or awning or the type that has 3 sections with the outer 2 that open, or is totally a matter of personal preference? Thanks for the help!

The window that you choose is entirely up to the design your planning in this room. Ideally a window that opens is best for this type of room. It allows for steam to escape and fresh air in.
The window placement is also a factor. Windows in or above tub areas with showers should be water tight and perferable not of wood. Many good vinyl wood looking windows out there to choose from.
In addition you want a window that is pleasing to the eye on the outside as well. You do not want one type of window all over the house and another single style that does not match just on one spot.
Natural light from good windows and placement are great features in a room such as this.