Window "H" molding usually comes in
clear or
black. It's nice because you don't have to use any glue, velcro, silicone, etc. to hold the window to the case, since the "H" shape clamps down on the case and window. I believe there's a
tutorial for installing it at Tom's Hardware. Most all modding stores (and maybe some home improvement stores) sell the black molding, but PcMods.com is one of the few that sells clear.
"C" Molding is simply an edging trim for the window you cut. You'd still have to hold the window on with something else (like sticky-backed velcro). Common colors are black or chrome, and it's usually available cheaper at auto-accessories stores than online.
Other people don't go with any molding; instead, they smooth out the edges of the window hole and secure the window right to the case door, as KayinStorm suggested.