i have this for all of my windows... by design
Hi - I am replacing my front door and found myself asking the same question that you are regarding windows. However, when i took a closer look at the windows and doors in my house, i found that, by design, the architect put 2x6 jamb windows and doors for placement in 2x8 exterior walls. As someone mentioned in this thread, you'll have about two inches between where the jamb ends and the finished/painted sheetrock. My house is very modern and the architect wanted a trimless look. Essentially what they did was put a corner bead on the sheetrock edge and rocked that two inches so sheetrock rests against the jamb. It's a very clean look and i get a lot of comments on how much people like it. However, doing this is a ton more work than extending the jamb and putting trim up like usual - you need to be good with sheetrock and mud. Also, my windows are enamaled white, and so there is tiny bead of caulk where the sheetrock meets the jamb (enamel and walls are the same color white). Point being, you wouldnt do this unless your walls and windows are the same color.
This may be a little off topic, but just wanted you to know that this is an option. I found out that although my wall for my door is 2x8, I need a 2x6 jamb on the new door to match the existing look in my house.