What do the windows do to the sound? Do they let the sound "leak out" more than the walls do? Would I have problems with sound in a pretty big room with lots of huge 5' tall windows on 3 of the walls?

Yes, you'll have issues, but not because of sound 'leaking out'. You'll have problems due to all of the reflections you're going to get from those windows, not to mention walls, floor, ceiling, etc. All is not lost however as you can put up absorption panels to absorb early reflections. Properly placed, they can yeild a dramatic improvement in sound, much more so than new speakers would.

Add to the fact you’ll also have sound from the outside world filtering into the room!

Get some MDF and place a few layers over the window securely and drill a few holes into the MDF to allow air to filter though in an S shape like fashion this will prevent condensation building up on the windows.

As to the actual sound level from the outside world I have no idea if you have double glazed windows but an RTA and SPL db metre should show the average and once you have these figures then you can plan your attack on the windows.

Oh, there is just one other thing. Windows are often prone to rattling issues at certain frequencies at certain sound pressure levels.

Yes, you'll have issues, but not because of sound 'leaking out'. You'll have problems due to all of the reflections you're going to get from those windows, not to mention walls, floor, ceiling, etc. The real problem is that the windows will pass (leak) bass frequencies but reflect high frequencies and that will result in a brightness in all relevant reflections from them.

There are three concerns with large areas of glass in a room, two already covered by Kal and JBL:

1. Glass will "absorb" more low frequencies than typical gypsum board-on-framing wall, while still reflecting high frequencies, resulting in a bass lighter or brighter space.
2. Even newer windows can rattle in their frames with high levels of bass.
3. The real problem with glass is that it prevents the placement of absorptive panels. Typical curtains will only absorb the high frequencies leaving the midrange untreated.

There are three concerns with large areas of glass in a room, two already covered by Kal and JBL:

1. Glass will "absorb" more low frequencies than typical gypsum board-on-framing wall, while still reflecting high frequencies, resulting in a bass lighter or brighter space.
2. Even newer windows can rattle in their frames with high levels of bass.
3. The real problem with glass is that it prevents the placement of absorptive panels. Typical curtains will only absorb the high frequencies leaving the midrange untreated.

Of course the windows will rattle and buzz as there are several types that I’ve heard and its very distracting because at first you wouldn’t know where its coming from.

Playing a sine wave frequency sweep from 20Hz up to 200Hz will have you going around the window tightening up every little piece as well as driving you nuts.

You could say the hell with cinemas don’t have windows! I’m going to knock them out and brick the hole up!

So far I haven’t noticed any windows rattle with the hardest film soundtrack besides an air vent and the bathroom door which is next to the JBL home cinema, oh, the ceiling I almost forgot about that. It tends to vibrate around a certain frequency a kind of muffled vibration. So I need to get into the loft and locate any part of the ceiling or to see if there is any loss objects above it that could possibly vibrate.