Required by code for bedrooms, and a good idea for any attic room, is a window that can be used for an escape in case of an emergency. An in-wall rope ladder installed beneath it, hidden by a cabinet door, will give you extra peace of mind.
Attic Bedroom Closet Design, Pictures, Remodel, Decor and Ideas - page 9 - sublime-decor. I have the perfect wall (with attic behind it) to do this. I've often thought of making an easily accessible closet there.