A ceiling fan should spin counter-clockwise to cool a room and clockwise to circulate warm air. Most ceiling fan switches label the directions as "forward" and "reverse." The forward direction is counter-clockwise, and the reverse is clockwise.
The forward direction of the fan forces air down, which creates a wind-chill-like effect. The reverse direction, at a low speed, brings the warm air up towards the fan, and then gently blows the air out and down towards the sides of the room. If the fan direction switch is not labeled, a person can determine the correct direction by standing directly under the fan while it is blowing at the highest speed. The direction under which the most airflow is felt is the one that will cool the room.