One of the cooler effects you can do, is make windows in your levels. To get started, lets make an empty room, with some lights and a Player_start. Make the room spacious enough to place a wall in the middle of the room.

1.) Create a wall, make it tall and not too wide.
2.) Make a brush inside the wall, where you want the window to be.
3.) Go to the "Edit" menu, choose "CSG Subtract". This will create a new brush inside the wall and negate that part of the wall so that there is no conflicts from brush clipping.
4.) Making sure that only the window you just made is selected, press "S" to bring up the surface inspector. To the right, you'll see a picture, with a highlighted section. The current value is 0.0 which equals completely solid so you will not see through it. 0.0 is the minimum value, 1.0 is the maximum, which is completely transparent. A good choice for a window is 0.5-0.6 but you can play around with the value to find what your looking for. 5.) Save & compile your map and load the level and enjoy your window.

In real life, you don't come across a window that you can't break too often, so it only makes sense that you want your windows to be broken. Open your map you made with the window from above. Select the window brush and press "N" to bring up the entity editor. Double click on "func_glass". Now its breakable. Check above the flag boxes in the entity editor for the different flags to set the properties for damage and such.....