Ok, some interesting attitudes to oxygen here, both blase, and paranoid.
From the mountain/high flying course I did a couple of years back, I'd offer the following:
It's quite possible to become hypoxic without really noticing. Don't rely on light headedness to detect. Symptoms are somewhat personal, and include cyanosis (look for your fingernails changing colour), felling of euphoria / well being etc. The only way to really know what's going on, and how it affects you are experience (hypobaric chamber), and/or a blood oxy monitor to see how your saturation's going.
I have met someone who claimed to experience onset of symptoms at 6-7000.. However 10,000ft is generally accepted as being about the limit for most folks. Some may be affected lower, most will be ok a bit higher. The (FAA?) recommends 6500 at night as your night vision is affected by lack of oxy.
When using oxygen I was told to put it on at 8000 in the climb; in Australia it's use is enshrined in the regs - Over 10,000 you are LEGALLY REQUIRED be puffing oxygen. Up to there you're ok. Given the attitude of aus legislators, I'd expect that to be reasonably conservative
I don't know what the situation is in the rest of the world.
I don't believe you should be hypoxic at 8000, or 10, no matter how long it takes to get there - in my most recent case, we cruised at 10k (well, 9,500) for something around 90 mins. Obviously it's not a perfect OK/Not OK, the effects increase with alt - in our case, the next avail level was FL115 - aside from the legality, and the issue of getting there, that would have been a bridge too far in my opinion.