You have several options; a prefab corrugated metal unit, precast concrete, cast in place concrete or building a wall of stone, brick, concrete block etc. The least expensive is probably the corrugated steel. it doesn't really work well with a tudor style home though. a precast concrete unit is probably the next least expensive option and will look a bit better, especially with time. A stone wall is probably the most aesthetically appropriate and the most expensive.

There are other things to consider though. Are you concerned with the aesthetics from the room with the window looking into the well or only from the outside? If only the outside then any number of plantings will disguise a well. If from the inside then consider a well large enough and deep enough to have some plantings inside of it to see through the window.

Will the well be used as a means of egress from a bedroom or sleeping area? If so then you need to consider the depth and size and if it requires a ladder or steps. Steel generally is not so good in that situation and precast would be better.

Good information! I appreciate your time and thoughtful response. The window well will only be noticeable from outside, but I would like something that fits the home a bit more than the newer/popular style that seem to be made out of a heavy plastic of some sort. I also was curious about which would hold up best over time. (I don't know, for example, if the corrugated steel might rust or the plastic might crack due to freezing/heat.) I also hadn't considered plantings inside the well...

Plastic usually does not make a viable building material when it is exposed to the sun. The steel will be heavy gauge and galvanized. It will probably rust eventually but not for a long long time.

if you do plant inside the well be careful of any wood window sills or trim and keeping it from wet/dry cycles from watering plants. A larger well is preferable for that so moisture doesn't get trapped and to provide a separation between any wood and the plants.

Thank you so much.