I have to say I really prefer to keep the shades open, also. It just makes no sense to me to turn the entire cabin into a black-out room when the sun is shining brightly outside. Makes me feel a bit claustrophobic, to tell the truth. I will say, though, that I generally keep only one shade open rather than 2 or 3.
As far as the FAs, they do seem to *really* get unhappy about the shade situation. Some people say that FAs in general are a lot happier when we just turn out the lights and sleep through the whole flight, but I'm sure that's not the case!