Of course, turn your fans off. No Band-Aids, please.
Place a clean (old) pillow case over the fan blade. Gather the opening of the pillowcase and slide the pillowcase toward the end of the fan blade. Repeat for all the fan blades.
All of the dust stays in the pillowcase and not on your furniture or floors.
Once the fan blades are clean, you can use a dust rag to clean the rest of the fan. Yay, for only cleaning the dust up once!