If you have a window my advice is keep it! To me, it is very important to be able to open a window for fresh air, esp. in a small bathroom. I have a friend who installed the tube light and she loves it. If it is a small space, the more natural light you can have the better.
We have a very small bathroom and when we did our remodel we put in a sink over a cabinet for extra storage space. This was a way better idea then a pedestal sink because we really needed that extra storage space.
We did the heated floor and it was the best thing we ever did. I wish our entire house was heated this way. The bathroom is so cozy. I LOVE it. Also, put in a Toto Toilet. This is a great toilet because the base of it is simple and thus it does not collect dust, dirt, etc. It also makes for easy cleaning.
Rain nozzle was ok. I used to have one in my old house. We had two nozzle's though. One regular and one rain. I LOVED the rain when I wasn't feeling well. There are some days I don't want to wash my hair though so the rain nozzle had to be turned off on those days. If you get one make sure its big enough, the water comes out soft not with the spiked water exits...more the empty hole looking ones and definitely make sure you have the option to turn it off. If it's your only nozzle then the spiked water holes are good for more pressure but then it's not exactly the "Rain feel" you are looking for either.
I'm a decorator, and I can't imagine removing a window. That would really close in the room unnecessarily and make it much less pleasant to be in. Windows are always nice.
You could change the shape/size of the window, if you need more wall space, and put in textured glass that you can't see through so you don't have to bother with window treatments.