I think you should go with Skylights as it creates an environment that is comfortable to be in -- both physically and emotionally. Additionally you can enjoy of natural lighting and improved ventilation from an opening skylight that makes any room simply feel better to be in.

I have lived in a house with a cathedral ceiling for 18 years. It is beautiful ( it lifts my spirits every day ) but there are some issues: 1. There is little between the outside roof and the inside ceiling, so make sure insulation is done at the time of the build, it is essential. 2. Heating and cooling are major issues - I have a r/c air conditioner in the back family room (single-storey section) and a fireplace in the double-storey section, with a long flue going out to the roof. The heat rises, so the hallway upstairs is lovely and cosy, but downstairs I need a fleecy jacket, a throw rug and a cat on my lap to keep me warm. A lot of houses with cathedral ceilings will have fans, the idea is to push the warm air down. I have a single fan, but I have never been convinced that it works all that well! I have wondered about putting in under-floor heating, I suspect that may be the best form of heating for these large spaces, maybe someone who has that could comment ? 3. Think about lighting! The people who built this house put lights way up in the cathedral ceiling - not very useful ( obviously not physicists, as the light is weakened by the distance it travels) and also very impractical - difficult to change the light bulbs! I waited until we were sitting in near darkness ( only one bulb functional out of 5) before calling the electrician to say I needed my light bulbs changed - despite the fact that I told him to bring his biggest ladder, he only brought a normal sized one, and had to go back into town to get a rope extension ladder ( a 20 km round trip). I think he thought I was pulling his leg. 4. Invest in a very long / very extendable cobweb brush or use surface spray inside. At times my house resembles something the Addams Family might enjoy living in, with festoons of cobwebs across the ceiling. Turning on the fan can result in a shower of cobwebs and spiders in the living room! 5. My cats love it! There is a built in cupboard which goes up to the level of the upstairs hallway, they can walk out on that and look down at us mere mortals below. There is also a very large display cabinet which has a top shelf which ends 50 cm away from the top hallway, they love jumping out on to that (my heart nearly stopped when my kitten tried it!). 6. Think about safety - make sure any children will be safe. We think one of my sons jumped / tried to climb down from the top hallway, having climbed over the bannister. We don't know for sure, no-one saw him do it, possibly he went out after one of the cats. He didn't hurt himself, thankfully. He has never done it again,either! 6. Think about orientation - my cathedral roof faces due north, perfect for lots of solar panels. Hope that all helps.

To assist with harnessing the sea breeze suggest a beautiful long narrow feature window that follows either side of the pitch of the roof (which will let in a lovely sky view plus breeze), or just have the top triangle as a window. Understand the desire to have the small window there however in a room with big glass/window features, the small window looks like an after thought and is at the wrong scale.

I would look through the many images on this app under a heading like "cathedral ceilings " and find a picture or two that you like the feel of , then follow that design... The feel of the earthy wood ceiling and a stark painted white one is miles apart... Only you are going to know which one feels right for you.. For me I would keep the ceiling and floors wood , render the inside brick and then decorate... I love an earthy feel.. There is also real stone cladding you could cover brick with. Have fun :)