I'm going to start with a question. Why did you choose this particular subject? I'm sure that there are many possible reasons but I'll make an assumption. You either want to show the religious symbolism OR you are interested in the different colors of the stained glass.
If its the symbolism you pretty much have to take a photo of the entire window. However, if you're interested in the glass you might consider focusing on only a few pieces and forget about the window as a whole. Look for a few interesting colors and shapes that complement each other.
Re: light, I pretty much agree that light shining through the glass would make it more striking. However, strong reflected light might also be interesting. As an experiment, with this or any other photo, pick an area that interests you and walk from one side of that area to the other. Note how the light changes as you move. Also note how your feelings of the subject change as the light changes. Finally, if you can't see the photo that you want, buy a postal card and come back at another time and try again.
Ed