There are probably a plethora of good reasons not to, but here are two in favour of smashing windows:
"The argument of the broken window pane is the most valuable argument in modern politics"
"England is the wrong place for a boy who wants to smash windows. Because he’s right, of course, he should smash windows. Anybody growing up in England without a serious urge to smash windows is probably too dumb for help. Have you ever put a brick through a big plate glass window, Ralph? It makes a wonderful god damn noise and people inside run around like rats in a firestorm."
Hunter S. Thompson.
Both are from a different time, different political epochs: both are perfectly valid today...