I've landed the 737 in heavy raiin on many occations, and the thought of opening the cockpit window never occured to me. Neither is it suggested to do so in my FCTM
The opening of the side windows in the 737 is a fall-back if you have lost all forward vision, have insufficient fuel for diversion and you have to get it on the runway or crash. Read B737 CL FCTM page 8.30 date October 31, 2006. And if you do not have that publication here is what it says:
"if needed, the windows may be opened in flight, after depressurising the airplane. It is recommended that the airplane be slowed down since the noise levels increase at higher airspeed. .....because of aircraft design, there is an area of relatively calm air over the open window. Forward visibility can be maintained by looking out of the open window using care to stay clear of the airstream."
There is a charge of ten guineas for this information from Centaurus payable to an account in Nigeria... PM me for details