** 1)** Steady the Camera. The interiors of cathedrals are usually dimly lit. You my not be permitted to use a tripod, so steady your camera on a pew.
2) Get the Right Exposure. Strike a balance between under and overexposing. Bringing out the shadow detail will usually bleach out the colors in the window.
3) Make Your Settings. Flash photography is usually forbidden in places of worship, and it would probably be useless anyway, so switch it off. Set your ISO to a medium setting to help you capture details of pattern and color in the windows.
4) Try Different Approaches. A dramatic view looking up from underneath the window exploits converging parallels as a visual device.
5) Give a Sense of Place. Put the window into context, and explore the effects of varying the visual balance between the window and the interior space.