Originally Posted by Tazmanian Devil
Just thinking out loud...
Natural light is great, but it needs air circulation. If you have lots of skylights or transparent sides while enclosing or blocking the wind, you are essentially creating a giant greenhouse. It could get very warm, very quickly.
The roof only enclosure pictured earlier in this thread seems like a popular option. You can also get canvas or vinyl sides that roll up and down. This would allow you to have plenty of light and an open feel but still be able to close things up on very cold or windy days.
Maybe one that you could flip open the windows to allow air to breeze through but still have the natural lighting?
I personally love the arena I rode in, but winter was tricky as even bundling up left us and our horses ice cold. Maybe there isn't an arena that can do it all.. hmm.