The shades can move, with the help of an optional collapsible wand. Special shades can be ordered with side rails for support. Be sure to specify that your shade is for a skylight, since there's a surcharge. For instance, if your child is studying, he or she might not want to close off the outside view, but also feel more comfortable blocking people from seeing into the room. They can be installed within the frame or over the glass, but don't necessarily choose a vertical if the other room products are something other than verticals.
Consistency is important, too.
Another possibility is a Vertiglide-a honeycomb shade that is essentially sideways and runs along a track by hand. When closing blnds, you'll maximize its insulation if you close the blinds with the leading edge up. See our article on Insulation. You may need to consider a special control option. If the shade is very large, everyone will benefit from this option.