Up to you, mate.
Some posters set their fans high for gameplay then drop it down for 'normal' uses, others set the speed high and leave it. Both are correct.
Either way you'll need to find out the lowest safe speed, start at 70 percent and work down (or up) in order to keep the Furmark temperature at or below 90C.
Do not worry about wearing the fan out by running it a little faster than stock, by the time it has expired you'll be old and grey.
If you're feeling a little braver, I think Rivatuner will allow you to create a custom speed profile...Can anyone else elaborate?