The FAA requires a physician's statement of your oxygen needs in order to fly on a commercial airline. You cannot bring your own oxygen on board, you must use airline supplied oxygen. Requirements vary from carrier to carrier but, they all require arrangements be made in advance and they all charge for in flight oxygen. Some airlines require only 48 hours advance notice while others require seven days. The best rule of thumb is make arrangements as far in advance as possible.
All airlines charge for oxygen, but the charges vary.
Some charge per canister, but most charge per for each leg of the flight. This means if you have to change planes on your trip you will be charged twice. Therefore, if possible it is better to take a direct flight or even one with an extra stop, but no plane change. Airlines don't provide oxygen for in terminal use even during layovers. You are responsible for making these arrangements separately.