Most people are already aware of the more traditional rectangular skylights, but there are actually more styles than that.
That same kind of framed window can also be round like a porthole in the ceiling, or other shapes. But aside from the obvious window styles, skylights can come in the form of "tubular daylight devices" (or TDDs) which have a plastic or glass dome on the outside of the building to capture light, a pipe to funnel the light down into the building, and a light diffuser at the end on the interior of the building to send the light out into the room.
Picture: Two styles of modern skylights. Picture Credit: Drawing by self.
One fascinating thing about the TTD system is that the pipe directing the light doesn't have to go straight down.
In fact, it could be that if the pipe was angled just so, the reflections of the light rays might help the light to go into the room more intensely, or might be better directed through the light diffuser at the other end.
Picture: Dome style skylight with light-directing pipe and diffuser.
Picture Credit: Picture 8 of 50 in gallery. http://www.aamanet.org/gallery/1/245/1/skylights