On grand designs they've had electrically switchable glass which turns opaque (etched look) when switched on - I think i've seen it used on a roof lantern but it must cost ££££s!
We've gone for 6 (motorised) velux windows in our new 6x4m extension and they let in lots of light. Would have liked roof lantern but we were replacing conservatory and paranoid about making it too cold in winter.
We looked at these zip blinds for our roof lanterns but decided against as we are in a bungalow and the light through them hasn't been too much so no need to shade from sun. We have two and they are fab