The windshield of a vehicle is made of laminated safety glass, it has a layer of plastic laminated between two layers of glass to prevent the glass from spraying all over the inside of your vehicle in the event of a colision. The side window however are made of tempered safety glass which is designed to resist impact, however if this glass is hit with a sharp point such as a life hammer or a spring loaded center punch it will shatter into a thousand small cube like pieces of glass which is not as likley to cut you when they hit you. I have broken many windows with a center punch and the point of an extrication tool, the side window is the one to go for not the windshield

newer cars starting around 2001 the side glass is the same type of safety glass as the windshield so it won't shatter anymore.