Much like the passenger who wants to recline their seat, the right belongs to the person with the controls - in this case the window seat person. - however, that person should still be a considerate human being.
If you want a look outside, that's fine. However if passengers next to you are trying to sleep - on an overnight flight where you experience a horizon sunrise shining in, then it's best to not keep it open for hours at a time.
If you want a seat that 'allows' this, obviously on a full plane you're likely to always have seat mates, but I've found often you can move to a row with fewer people. Also on some planes, at the back by the toilets there's an exit door with a window, I've used that to look out of sometimes, as it doesn't disturb other passengers. I've heard of people have staff move them on from there though, so your experience may vary.
Also remember that even if you have no seatmates, on a dimmed-cabin flight, one open window at sunrise is really noticeable to almost everyone around you - it's really, really bright!
Rule of thumb - if the cabin lights are off that usually indicates it's the designated 'sleeping time', and you should probably keep shades closed for most of this time.
Generally, if you want freedom to get up and walk around, you pick an aisle seat, and if you want the control of the window and window view, you pick the window. However, consideration applies - and if a fellow passenger asks you to please close it, unless there's something you're really really wanting to look at, it's worth closing. To be a nice person, if for no other reason. However, in your case for claustrophobia, you could also explain it to them, or just simply refuse - or perhaps offer to put a blanket over you and the window to try and reduce the light hitting them.