Photographing stained-glass windows is pretty simple and the photos can make a great addition to a digital slide show or to your Flickr Photostream, etc. There are only two inherent problems in photographing stained glass and they're obvious: there's not always a lot of light and, if they're in a church, they're often up high and hard to frame tightly. Fortunately most churches are rich enough these days to have a lot of different windows and you will almost always find a few that let you get close enough to fill the frame.
I tend to work in the aperture-priority mode when photographing stained-windows because I want to be able to select an f/stop that's small enough (typically f/8 or smaller) so that I have enough depth of field to keep the entire window sharp. Unless you're working on a very sunny day, however, the glass (especially darker colors like dark blues and reds) sucks up a lot of light, so you may have to bump up the ISO quite a bit (I shot this scene at ISO 800) in order to retain a shutter speed fast enough to prevent camera shake. Since most churches won't let you use a tripod, this is a case where vibration reduction can be a big help. You can work in a straight "auto" mode and get good results, just keep an eye on sharpness from edge to edge.
The lens you use will depend on how close you can get to the windows and whether or not you want the entire window or just a close-up segment. In Notre Dame, for example, the Snowflake window (show here) is up very high and you need a moderate telephoto to get a frame-filling shot. I've shot in other cathedrals (the Dom in Cologne, Germany for example) and churches where I've been able to walk right up to the window. Cathedrals and churches aren't the only places you'll find good stained glass, by the way, I've also found tons of it in college campuses, like Yale.
Wherever you find your stained glass, just take your time, try to fill the fame and check your exposures on the LCD. The important thing is to work when the lighting (outside) is even and try keeping the camera as steady as possible.
6 hours ago