Adding Skylights vs Roof Monitors / Roof mounted clerestory Windows

Hi,

I just bought an Eichler in Palo Alto.   It has lots of glass, but very few South and East facing windows - and I'm a fan of getting direct sunlight into my home during the winter and in the mornings.

I can certainly add skylights, but I'm concerned about getting too much heat in the summer and heat loss or down-drafts at night.

So I was wondering about an alternative.   Has anyone installed vertical windows in "boxes" over the roof so that the windows can face south or south-east?  These "boxes" could be triangular or square. Is there a prefabricated product that could be used or is this custom construction?   How big could I make this "box" without requiring expensive reinforcement to my roof, etc

Thanks