Before you even think of setting up your fan this summer, it is important to properly clean the grill and blades. While unplugged, remove the front of the grill and clean the blades and grill with a cleaning rag dipped in warm, sudsy water. Use your magic eraser for stubborn spots.
Plug your fan into an outlet near a window. Open this window and open a window adjacent to this one on the other side of your room or home. The more direct, the better. Working with the wind/breeze direction outside, point your fan either towards or away from your window closest to the fan. This will cause a current through your house that will help cool it significantly better than just running a fan in any ole' location.
If you are absolutely dying of heat and need that fan pointed at you, place a bowl full of ice (or block of ice) in front of the fan. You will be amazed at the cool air you can get circulating this way. You do not need to be terribly close to the fan to feel the wonderful cooling effect.
Try wetting your hair or shirt while facing your fan. Again, you do not need to be real close to the fan. Water evaporating is a natural cooling agent. This is why we, and animals, sweat. It's the body's most valued cooling system. By creating this faux-sweat effect, you will cool down faster.