If you open a load-bearing wall to create an interior window, you're still going to have to install a support beam. Therefore, I would recommend no window and no wall either!

It depends on your house. I have a two-story dining room (and a tiny kitchen), so "removing the wall" is out of the question, but still a pass-through has transformed the space, brought light into the kitchen, and given a place for my kid to perch. In other houses, though, where it's just a little square, I often think the other side would be nicer with a painting there instead. So it's all depends.