Another option is to get wrought iron grill. Nice design (do not look like jail) with the protection of a regular grill.
If you get a tempered glass, it look like a regular glass,
Look at window without grill = a leeeetle bit more look like an easy mark, slightly higher chances of burgular giving it a try.
Look at window with grill = look like a leeetle less easy mark, as burgular have to go through the grill.

Thanks, Hope your grill turns out great too