Stairwell ceiling fan direction for non-heated or cooled entryway
The general idea is
Air blowing down = cool
Largely this is a felt effect, because the air is moving over you, i.e. wind chill

Wind Chill is a term used to describe what the air temperature feels like to the human skin due to the combination of cold temperatures and winds blowing on exposed skin. In simple terms, the colder the air temperature and the higher the wind speeds the colder it will feel on your skin if you're outside. So even if it remains the same temperature, but the wind speed increases it will actually feel colder to your skin.

Air blowing up = warm
Hot air rises. Pulling colder air up and out pushes it off the ceiling and towards the walls and down. Because you don't feel the effects of the air movement directly it doesn't add to the chill effect. This one has less noticeable effect because it's trying to mix the air. It's also greatly influenced by how much insulation your ceiling has (less insulation = less heat for the fan to push). Still, it's better than nothing if you're looking to milk efficiency. It's also less effective in larger rooms, where the walls are not close enough to help force the hot air down.