As a flying claustrophobe, I usually book a window seat when I travel (and if at all possible the bulkhead/exit row seat so I don't have to contend with being reclined into!)
I also have trouble with the headphones provided with the IFE so tend not to bother with it (not much point if I can't hear it properly) so I tend to bring along plenty of reading material to keep me occupied.
I'd MUCH rather read my book/ kindle/ magazine by natural light as well as looking out of the window at the passing scenery (as a geographer/ geologist aerial viws fascinate me) and during a daytime flight, I will have the shade open so I can read easily. I'll happily close it halfway if asked nicely, but I won't close it all the way unless I want to try snoozing
Night flights, with a sleeping pill and glass of vio will happily close until woken for breakfast, but during the day it will be open, and i agree with those who say it helps with jetlag at the destination.