How you shoot depends on what results you want. If you simply want to shoot the stained glass then using spot metering to only expose for the glass itself, and experimentation with underexposure using exposure compensation (or Manual mode) should yield decent results. Shooting RAW will give you some latitude in exposure.

However, I personally dislike the 'stained glass floating in black' look because it smacks of tourist snaps. You have a camera that can accurately meter different parts of a scene, and you have a computer and access to software that can seamlessly blend exposures together, so why settle for a shot you can take with a 35mm disposable?

Mount your camera on tripod (or beanbag if the church is fussy about tripods), compose your shot, and activate spot metering. Take a properly exposed shot of the glass. Now move your metering spot to meter for the stonework and take a properly exposed shot of that. Then composite them together in your software of choice - the neatly defined edges of the windows should make this relatively easy.

In terms of composition, if you want to take a shot of an entire window, I recommend getting as square to it as possible - stained glass windows tend to be symmetrical, so shooting from an angle rarely looks effective. But that is up to you. Shooting square on means that the window should all be in the same focus plane so, assuming you are using a tripod (and you should) aperture doesn't matter a great deal. When cropping, ensure the photo is perfectly straight - the strong verticals in most windows will make any odd angles very obvious.

This is all assuming you want to capture an entire window. If you are looking to capture details, things become simpler - a decent 35 or 50mm large-aperture prime, or a good zoom, and matrix metering should be able to handle most situations.