I can't speak for the designs of others, but I know in the case of the station I was designing I was handling that problem by having the living quarters inward and the water processing facilities on the exterior. That would allow the water and dirt to act as radiation cover for both cosmic and solar radiation. 

The Vitamin D would be available through artificial lighting.

At least, that's how my plan handles those.

SBR

For some locations lead lining along with ice and water could decrease radiation exposure. A more far fetched idea could be an energy field located around the structure to stop the radiation from touching the building in the first place. This could make it possible to have a larger amount of windows in Asgardia and other space colonies. Of course if the shield where to malfunction sliding metal sheets could cover up any windows and the lead lining along with water or ice could also help in the case of shield malfunction.