Sure, it's a common enough word, but Don Draper seems to have really mastered the use of "what" and probably, therefore, employs it more than us amateurs. This supercut of every time Don has uttered the word in Mad Men history doesn't sound like much at first, but it actually becomes kind of hypnotic thanks to Hamm's wonderful voice:
So many inflections! Confused, angry, drunk, angrier… Is it a testament to Jon Hamm's acting abilities, or a sign that I've watched this show way too much, that I immediately could place about half the scenes based on the tone of each "what?" I think it can be both.