I only had to sneak out when I was living with my grandmother, and then a window wasn't required. There was one bathroom and it was connected to the utility room (washer, dryer, a large freezer, and extra food storage...plus a bed for my cousin). I was careful not to step on part of the floor that squeaked for the express purpose so that Granny couldn't listen for it as I went back to bed (and could thus just walk out the door in the utility room).
My cousin took me to a keg party as the high schoolers (as he himself was) wanted to see the girl that upset the most popular preacher in town. In addition to being kids, we lived in a dry county that doesn't allow for money to be made off alcohol (people had to go to the next county to buy it, which contributed to a lot of drunk drivers coming back), and one had to pay a dollar to get in to this keg party to help pay for the beer (and our hands were stamped). This was out in the pasture and there was a lookout so when deputies showed up we had plenty of time to run (those of us on foot anyway, those there in their trucks were SOL, and it was said that the deputies caught another one as he slowed himself down by trying to carry a keg away--a keg that turned out to be nearly empty).
My cousin came prepared with a flashlight and we got home walking down some railroad tracks cutting through the woods. Had we been busted, both our butts would've felt the wrath of Granny's belt (or worse, that of Zack's father, and yeah, he'd whip me right along with his son). If given a choice between a jail or our parent/guardians, we both might've chosen jail.
One kinda disturbing memory I have was where friends and I broke snuck into the room of a girl (she let us in) who one of the boys was interested in. He was wearing some band shirt with a demonic image and yet he convinced her she could trust him (and us). Luckily for her, she could. But had we acted on evil impulses that left her dead then I doubt the parents or police would've had any clue on how she was "taken" from her room.
The most surreal was when we went to find a guy who had pot for a party (I was technically a 16-year-old runaway, but that's even more delinquent than sneaking out, and this was more daring in that we were breaking in to a place none of us lived). We got there, and actually broke in when we realized no one was home (he lived with his mother but both were gone). I can't remember if we took some pot he had or it was our own (I think we were stoned when we got there) but we were smoking pot while we waited and cranking up the tunes, planning on telling the mother that her son said we could be here should she show up first....and then a phone right beside me rang.
Completely stoned, I answered and found it was the guy who lived there who said the cops were after him and needed us to pick him up, and ironically was only a few blocks from where the party was, so it was convenient for us. Something bothered me about this but I was so stoned that it took me awhile before I could think of what it was, and then I asked, "How did you know to call us in your own room?"
"I don't know!"
That one still mystifies me, though one possibility is that he tried calling someone before us who told him that we'd gone to his house to try to find him, and he was so stoned that he forgot that by the time he was talking to us over the phone. Crazy times.