I need a small air conditioner in my bedroom and I'm probably answering my own question here but other than the fact that a "through wall" unit is built for going through a wall, there's no real reason why you can't use a window unit, right?

I've done it before 2 or 3 times and it is sort of a pain -- but works.

Why they charge so much for through wall types, I don't get -- almost twice as much PLUS the housing.

I know you should keep the vents to the exterior air etc if you're using a window unit.