I always have the shades up if sitting by the window. I choose to watch the world go by rather than, as on a lot of flights, sit in a darkened tube for hours with no idea of where I am up to the point the wheels touch the ground.
Had flights on BA arriving mid-afternoon where every blind in the cabin has remained closed even though it's been light outside for the last 6-8 hours.

I tend to doze off more with the warm sun on my face.