If you have windows that you would like to keep open when the alarm is armed, there's a trick.
Put your sensor a few inches from either the top or bottom, and put it on the side for a vertical double hung. Put your magnets on the window for when they are closed, but then open the window a few inches and put another magnet where it lines up with the sensor. Then you can leave the window open, and if someone opens it farther to get in it will set it off.
Note that this is BEST done with the hidden flush mount sensors in the track. With a partially open window, an attacker can see exactly where the sensor is, and just do the ol' magnet reacharound trick. If the sensor is flush mount and hidden in the track, it will be covered by the window and the bad guy won't have any idea where it's at, or that there's even one at all.