Can proper stained glass be double glazed?  Yes, but its a bit complicated...

The following is for guidance only, be sure to take relevant advice from your local Building Control or Historic Buildings Officer, archtect, glazing contractor etc. 

New windows and doors (essentially when the framework attached to the fabric of the building is repalced) in outside walls are controlled by Building Regulations for (amongst other things) thermal efficiency, and need (along with thermally efficient framing etc) to be fitted with insulated glass units, suitably installed – they need to be (at least) double glazed. There are also requirements for safety and performance of windows and doors in certain locations, covering 'means of escape', glass breakage and fire resistance. Evidence of compliance with Building Regulations may be via an installer registered under one of the relevant schemes, or by individual inspection and document review by the Building Control Officer.  A regular timber door set into a timber frame is very unlikely to meet the requirements, even if its double glazed.  

Our traditionally made leaded panels cannot be used as one of the 2 glass faces of a double-glazed unit. They may be added within the space between the 2 glass faces of a double-glazed unit. They are not sandwiched tight between the 2 outer sheets of glass, rather they ‘float’ in the void, being supported at the edges by pinching the lead ‘tongue’ at the border between the 2 pieces of ‘spacer bar’ that separate the outer panes of glass.  The thickness of the unit is increased over the expected thickness by about 1.5mm  due to the lead ‘tongue’ between the spacer bars.

If you are replacing existing leaded lights and stained glass with new windows, it may be possible to remove them and prepare them for fitting within double glazed units.  It's very likely they will need to be restored before this can be done, since they are likley to be dirty, and deteriorated with age, and this usually means they have to be taken apart and rebuilt with new lead.  In any event the lead at the border will need replacing.  The finished double glazed units will be a little larger than the original panels because of the width of the 'spacer bar'.  In some cases the originals may be reduced in size to compensate for this by cutting down the glass at the margins.   In addition the thickness of the unit is increased over the expected thickness by about 1.5mm  due to the lead ‘tongue’ between the spacer bars, so it's important to be sure that the new units will fit into any new glazing system.  

Any double glazed unit has the potential to fail with time and mist up on the inside due to the breakdown of the seal.  There is a somewhat greater potential for this when the units are carrying leaded panels.  Its unlikley a proper U value for these units could be provided.