I live in a pretty hot and humid climate (Florida) and have struggled with this issue from time to time. I've found that the key is to ensure you are cooking your sugar to the correct temperature, it must be cooked to the 'hard crack' stage which is around 290 degrees F (Fahrenheit). However, if you are in a really humid area you may want to cook yours a bit hotter, to between 300 and 315 degrees. Just be sure to use a heavy saucepan and watch it closely so that it doesn't start to brown and burn since as it cooks down, the syrup gets thicker and thicker. You can remove it from the heat when it's about 5 degrees under target temperature (i.e.: 305 degrees if you are cooking it to 310 degrees) since the temperature will continue to rise for a few minutes after you remove it from the heat.
My other suggestion would be to consider Isomalt. Isomalt is a sugar alternative that is used a lot in the dietetic industry. In my experience, it holds up to humidity much better than the standard sugar/corn syrup/water formula and has an added benefit in that it yields 'glass' that is much clearer than the standard sugar syrup formula. The end product is crystal clear, especially if you use distilled water. Although Isomalt is more expensive than granulated sugar, I highly recommend it for Gingerbread House windows since it yields a much clearer and sturdier end product. But I still use the standard granulated sugar/corn syrup/water formula as well when clarity isn't as important.
Hope this helps,
-Adam
P.S.: I have used Sheet Gelatin for Gingerbread House windows from time to time. I'm generally underwhelmed with the results though: the sheets are usually too narrow to fit larger windows which makes them difficult to work with. Additionally, the gelatin sheets tend to 'curl' and pull away from the Gingerbread House after a few weeks, even when they seem to be secured properly. But if you aren't planning to keep your Gingerbread House long term, then you shouldn't have an issue.