Some people have strange ideas :
Window cleaning is a business, like any other. Can you see Sainsbury's worrying about setting up a store in the same town as Tesco?
If you want to start up, go for it. If you want to be totally ethical, just remember a few simple rules:
When you door knock, never ask if they already have a window cleaner, just say you're starting up and would they like a quote. If they say they've already got a window cleaner but they'd like a quote anyway, DON'T ask what the current chap is charging, just give them your honest quote based on your pricing policy. If they go for it, you've done nothing wrong, the other window cleaner must be either crap at his job or charging far too much.
Just remember not to deliberately underprice just to get the work - its not illegal, not even really immoral but it will cause you problems with established window cleaners, which is something you can do without when you'r trying to get established yourself.
Good luck
Ian