Before I get started, I have to give props to Geoff Milburn, at http://www.gmilburn.ca/ac/ whose plan it was I copied. I'm not smart enough to think up something like this on my own. That being said, one of the places I work has no AC, but I'm allowed to have fans, so this seemed like a good project for me. It's not perfect yet, but it does cool the air better than just a fan.
I took the grate off of my fan, so I could put the heat exchanger on the inside, hopefully making it look better. I'm using copper tubing as the heat exchanger, although you could use something else, as copper is not cheap, and not easy to work with. As you can see in the second photo, it's very easy to kink the tubing, in which case, you stop the flow of water. I grabbed a hole saw to use as a die to wrap the tubing around, and the teeth held nicely against the grate of the fan. As I was going along, I used zip ties to hold the tubing to the grate. Of course, because this will be inside the fan, make sure to clip off the loose ends. Also, make sure that you have both ends of the copper tubing sticking out of the fan, so you can hook up the tubes to the pump.