I live in Buffalo, and the heat gets to me in WDW as well. I bought one of the fans in the parks a few years back ($16 then, more now, I believe). It broke, and my mom bought one at Wal Mart for like $5, a steal.
Admittedly, unless my mom was carrying the thing, I did without. Call me lazy, but I hated dragging that thing around. IMO, there are other ways to beat the heat without lugging that sucker around for 12-14 hours (HoP three times, anyone?).
However, if you do bring one, and you don't mind carrying it, here's a tip. First thing in the morning, my mom fills the jug with ice. By the time we get to the parks, much of the ice is melted, and it feels way better than the lukewarm water from drinking fountains. When we stopped for lunch or dinner, she would ask for a cup of ice (CMs will gladly give you a cup of ice, or even tap water if you ask, BTW), to refill it. I cannot tell you how good that felt in 100-degree July.