I guess I'm in the minority here, but I just built my 28x48 garage without windows. My biggest reason for doing this was for thermal efficiency. I do most of my work out there in the winter, and keep the shop heated all winter long. And the advantages of extra light would be pretty minimal for me, since I do most of my work out there in the evening/night hours when there's no sunlight anyways. The heating probably isn't such a big concern for you in MS though.
Security is another concern, but not a big one for me where I live. And even if I had wanted the windows, there are ways to still make it fairly secure as others have stated. In the garage I built at my previous house, I put in two good sized windows up about 8 ft off the ground, but I just felt that the light they provided wasn't worth the heat they lost in my specific situation. If I lived further south, I guess I probably would have put in some windows.