We call them 'skylights' here. We have a round tube one in the dining room, a square one in the hallway leading to some bedrooms and one big square one in the end bathroom (it has no exterior windows). They are fantastic, we have never had one leak and they don't seem to contribute to overheating in the summer (it is not a glaring light as the top bit on the roof is generally opaque. Our tube one could do with replacing (it is over 35 years old), but the others are fine.
When I first moved in to this house (they were installed by former owners), for ages I would try and 'turn the light off' in the dining room....the kids thought it was hysterical.