It's no different than a dog panting. The only difference is that dog needs to move air through moist, warm, body areas to evaporate hot water and carry heat out while we only need to move it over our skin (dogs do not have sweat glands). It absolutely demonstrably does cool you down assuming humidity is less than 100% and air temp is lower than your body temp. The larger the fan, the more a small movement is magnified. Yes, the law of equal and opposite reaction applies, but it's a negligible increase in energy expendatures for a significant enough cool-down.
I'm not a dog.
No it really does make you hotter in the end. This is like beating a dead horse. Like the airplane on a treadmill discussion that's open and closed. Or .999 vs. 1. But people will keep beating the horse. Poor horse.
Oh! And you can often hear a broken filament shaking around and impacting the glass in a blown bulb. If you can't see the filament because it's frosted, it can confirm that it's blown.
CFLs and LED lamps have no filaments.
I've also heard rattles in brand new bulbs from glass fragments loose inside the envelope. A lot of people will assume a bulb is no good if the top is darkened.
Waving your hand around with a stench can dillute the stench with surrounding fresh air assuming it's still concentrated.
Purely psychological. People do this especially around other people. Perhaps they tooted and are augmenting the dispersal of their personal stinky cloud?! D:
Sometimes, adjusting the thermostat down can kick it on sooner because it also moves the dead-zone that keeps the system from rapidly and destructively turning on and off when it hovers around the target temperature.
This need not apply. Re-read what I posted. If it's 85 and the 'stat is set to 75 there will be a call for cooling. If not there is something else wrong. If there is a call for cooling and the system is functioning normally dropping it back further does nothing. Well except causing a service call the next morning when they forgot and the damn thing runs all night and the evaporator coil freezes over! :biggrin: Now a two stage system will have more capacity when the second stage kicks in when the ambient and setpoint have sufficient delta. Of course the typical thermostat jack-off does not know this or cares. 
Short cycling of a cooling system is caused by several tings. A simple poor choice of location of the thermostat may be one, over sized system may be another. The span between call in and satisfy should be sufficient to prevent short cycling on most systems - regardless of settings. (within the normal 65-88 degree setpoint)