Depending on the circumstance, some may be better than others.

Single pane, double pane, thermo pane, triple pane windows, plain glass, leaded glass, low “e” glass, wired glass, and tempered glass, too. WOW – There’s a lot to know! Tempered glass can prevent shattering. Fogged thermal pane windows might need to be replaced if their seals are broken. New argon gas filled windows work well to insulate, while low-e coatings reduce the heat transfer for south facing rooms.

There’s a lot of information on the web, but this site seems to be one of the best.