I agree with Cruise Planner. A cruise would be a great way to go. The cruise lines are excellent at accommodating special needs, like oxygen, and he will be able to enjoy all the shows and entertainment.
Your travel agent should be able to work with a company like CP's "Special Needs at Sea" to make sure oxygen is available for him.
The big problem is the airlines. They are not as good and there are more hoops to jump through in order to fly to the cruise.
Take care and enjoy,