I have always kept my side windows in. I guess they could help reduce the required size of the front hole or help cool the car while you're spinning out.
Why don't many people cut out the grill and replace the lexan with screen mesh? On most bodies, the Front grill is much closer to the height of the head. My head barely sticks up into the windshield opening on my WRX body. I used to cut the grills out on some of the bodies I did, but never really took head temps, bad science but decent theory.