Velux windows are great for creating light filled rooms and are the perfect solution in sun rooms, attic rooms and many modern extensions. On the downside you can't adjust the amount and direction of light, at night they turn into black holes in the ceiling and let's face it they lack charm and character. There are options for pleated or roller blinds but nothing transforms them quite as much as shutters.
The main consideration is that - although the shutter can open to clean the window - the shutter panel will remain in situ (closed) the majority of the time. The slats will be the means of controlling light into the room by being tilted opened and closed.