You can get UV-blocking film to apply to your windows--they can also help significantly reduce cooling loads in summer. Yellowing plastic is partly due to oxidation, though, so to an extent you may be SOL on that unless you like working in an anaerobic environment

As far as a bench setup, I'd say as a general rule you'll want a fairly deep bench surface, say 32"/900mm or even a bit more. That way you have room to place tools/instruments at the back of the bench and still have room to work. Above that, some adjustable shelving is a good bet. Any decent hardware store should carry shelving systems that consist of standards that get mounted vertically to the wall and can accept brackets along their lengths. The brackets are available in different sizes, so your shelves can be anywhere from 6"-12"/150-300mm deep. These are nice because you can always add/remove/rearrange the shelves as your tasks and equipment change. Be sure to get a heavy-duty variety if you decide to collect old test gear. Some shallow shelves about 8" above the bench surface give you a spot to keep frequently used tools, or shallow equipment like DSOs off the bench without encroaching too much on your bench space. Additional shelves higher along the wall can be deeper to provide space for storage bins or less frequently used tools. The underside of a deep upper shelf is also a good place to mount some task lighting--small fluorescent tubes or LED strips are good.
Other than that, it's kind of a matter of what fits in the space you have, and just getting everything set up so you can see if it works. Don't invest too much in a setup until you've had a chance to try it out and see if it works for you. So stick with inexpensive and/or flexible/adjustable furniture and fixtures and tweak it till it basically works, and
then design your super awesome custom built bench based on that.