I think you're overlooking something fundamental with your idea of using depressurized vehicles: the pressurization actually strengthens the structure. Take a soda can that hasn't been opened and try to crush it. It takes a lot of force. Now, open the can and try to crush it. You can do it with fingertip pressure. If you want a can to withstand the loads without the pressure, it'll have to be made from heavier materials like the old steel or tin cans.

The Atlas boosters and Centaur upper stages have used this technique for decades to greatly lower the structural mass. As a result, they have to be pressurized to withstand their structural integrity. Back in 1987, a crane operator accidently punctured a Centaur while on the launch pad. It deflated like a sad balloon. However, the Atlas boosters and Centaur upper stages are among the most efficient space systems ever made from a mass ratio perspective. SpaceX is using a variation of this technique for their Falcon boosters. They have very lightweight bulkheads to carry the static loads but use pressurization to strengthen the vehicle to withstand the flight loads. The Apollo Lunar Modules were built of metal so thin that you could punch through it with an ink pen. Had the vehicle not been pressurized, you not only would've had to contend with a single point failure if the space suits failed, the structure might've had to be heavier to handle the loads during the mission. The crew would've also had to stay sealed in their suits the entire time from when they left the CM until they returned. For a mission like Apollo 17, that would've been about 3 days.

Windows do add weight to a vehicle, but they have their uses as well besides just the pleasing view. Apollo 13 had extreme power limitations, so they had to cut off their guidance computer. To maintain their attitude during midcourse burns, they lined up the Earth with the corner of the window. Simple, effective, and it didn't require any electrical power like TV cameras would have. All of the Apollo Lunar Modules also had guidance grids on their windows that proved very effective during flight and weighed next to nothing.

As for Landing on the Moon: use an unpressurized (separate) landing vehicle or use the same vehicle as the one you are in during the entire trip (minus the launch rocket of course) and land with it on the Moon.

That would actually add a lot of weight to the mission, quite likely several thousand pounds. You'd be carrying a lot of unnecessary weight down to the lunar surface which requires a great deal of additional propellant, bigger engines, and heavier structure. The dead weight includes your heat shield, parachutes (or wings, in the case of a Shuttle like vehicle), and a structure built to withstand reentry loads. That's the reason why Lunar Orbit Rendezvous (LOR) won out in the Apollo program - it allowed the mission to be flown with a single Saturn V. The Earth Orbit Rendezvous (EOR) concept that NASA was pursuing before LOR won out would've required at least a Saturn V and a Saturn IB because landing all of that unnecessary weight on the moon would've resulted in a vehicle far too heavy to be carried by a single booster unless you're willing to go with a Nova class vehicle. LOR made developing the Nova unnecessary, so it was cancelled.

The Apollo moon missions launched into Earth orbit for about 2 revs before doing the TLI burn. That gave the crew time to check out the vehicle to make sure it survived the launch intact and probably gave more flexibility in launch windows. The delay might well have resulted in some lost propellant due to boil off but not enough to be significant. That time in Earth orbit proved very useful on Apollo 12, giving the crew time to check out the systems following a lightning strike 36 seconds into the mission. Had they launched straight to the moon and there been problems, then you would've had to mount an Apollo 13-style rescue effort to save the crew. Sometimes, saving a little weight isn't worth the added risk.

That said, modern avionics and data display technology would save a lot of weight. Instead of hundreds of switches and "steam guage" instruments, you can make use of Electronic Flight Information Systems (EFIS) technology like the Shuttle and all modern military aircraft and airliners use. Modern alloys and composites allow for lighter structures.