Adam Clarke on 1 Samuel 19:12

Let David down through a window - As Saul's messengers were sent to David's house to watch him, they would naturally guard the gate, or lie in wait in that place by which David would come out. Michal, seeing this let him down to the ground through a window probably at the back part of the house; and there being neither entrance nor issue that way, the liers in wait were easily eluded.