There are a few ways to do it:
Option 1: Go to your nearest crafts store and buy glass paint. This gives you some flexibility create your own design...Depending on how intricate and how large the surface area of the glass is, it can get pricey. If you rent your place, it might be best to get a piece of glass to work on and then hang in the window. On a personal note, I recall having done this project when I was a kid (it fell somewhere between the Garfield shrinky-dinks and the baking plastic jewelry in the oven); and the effect wasn't as cheesy as it may sound. In fact, had I not created an homage to a Lisa Frank winged unicorn, this endearing craft project circa 1985 might still be hanging in my window. Sure, it won't look like the real deal; but it's not a bad fake.
Option 2: Browse a few vinyl sticker options. like the one pictured above. There are ready-made faux stained glass designs all over the internet, ranging from floral patterns to full-on landscapes of wolves howling at the moon. We particularly like the Textured Glass sidelight film available at Window Film World. (Also, it's not a bad online shop if you're looking for privacy film).
Option 3: If you're a fan of the real deal, consider getting a window panel. We love LOVE love these stained glass panels inspired by the Prairie School and the Arts and Crafts movement over at Maclin Studio. Each panel is hand crafted and measure about 20" x 16" with prices in the $100-$150 range.