Operate the fan in a counterclockwise direction during the summer. This is the default direction for fans with bidirectional settings as well as for standard fans. When the fan rotates in this direction, it will move the air around the enclosed room and off the skin, giving a cooling sensation. Stand or sit under the fan for maximum benefit.
Reverse the direction of the fan in winter. A fan with bidirectional settings will have a reverse switch that you can push to change its direction. The fan creates an updraft when it moves in a clockwise direction and it moves the warm air from the ceiling down to the room.
Turn the fan off when you leave the room. Fans can cool people but not rooms, unlike air conditioners. There is no advantage to leaving them on when there is no one in the room. On the contrary, they will use energy needlessly.