I think in most cases its not worth paying the extra few hundred pounds to cover the window your working on. unless they are really large and expensive windows you would still have to pay the first £200 of any damage anyway and in most cases that is more than a domestic window would cost to replace.
As for tools cover I took some out when I renewed my van insurance last week, I think it was about £65 for £1500 worth of cover, as I have a self built system that's ample for me, at night I was told to cover over any equipment in the van to keep it out of sight.