They are "ok"
Ive got one
The issues are really around noise and venting
Noise, they tend to be a little noiser than split units, everything is inside basically.
The venting, this is the real issue. You really need the right windows, or to be pretty handy at working out a solution to almost seal the room. You cant completely seal or you wont be able to push air out right, plus if not enough airflow the units are again noisier.
If you have sash windows you have the easiest to fix up. Drop them right down on the vent, small hole to fill, mine even came with a sash filler, basically a foam type rectangle with a hole in it.
A real quick bodge is to cover the window with cardboard.hardboard or similar and wack a hole in that to vent out of.
Another way is to got for the get the kids to sleep approach. If going this way, shut the room up with just the AC in it, get it as cold as possible, with the vent out and the window shut as much as you can, it will be less efficient but will work.
Then put them to bed and shut the window. Once they have dropped off and its warming up just open the window. Body temperature naturally drops as you sleep so if they wake later they will probably not find it too hot anyways.