Altitude Chamber
If you have ever been in the altitude chamber, and gone to FL350, you would demand that someone wear the mask in the airplane above 350.
When I was a 2Lt and student USAF pilot, the chamber went to 35,000 (now they only go to 25,000, I've been told). You get oxygen-stupid amazingly fast, except, in my case, I didn't even realize it--until someone put my mask back on for me.
For civilians, if you contact the FAA at Oklahoma City, they will put you in touch with the closest military chamber--and you can get a free altitude ride. VERY worth the effort. It is space-available, though.
For what it's worth: the size of the fuselage makes a difference in how long it takes to equalize the pressure if you have a catastrophic window failure. They told us in the 747 it would take about a minute at FL350 if you lost THREE cabin windows.
In the Lear 35, best estimate is 2-4 seconds.
I always wear the mask.