Rick Durden’s advice to use a pulse oximeter at altitude (November 2012 Aviation Consumer) and to start oxygen early is excellent, but oxygen saturation is only part of the picture. What really counts is your body’s ability to carry oxygen and release it when needed. The carrying capacity is a product of how many red cells you have, and release is increased when you acclimatize to altitude.
Acclimatization takes weeks. I live at 8500 feet and when I get home after a month at sea level, the local four-year-old kids outrun me. If the oximeter says 95 percent but you feel out of sorts, try some oxygen.