Zap,
Good question. This was an issue for me at first, but there' a simple solution.
Most of the steppers I have come from floppy drive head position motors. Already attached to these is a small aluminum, sometimes brass, "collar" about .75" diameter. Most are held on with a set screw. Other motors have a small gear pressed on the shaft. If they don't have something like this I JB weld a nut about the same size as the shaft diameter on there, then maybe a little bigger flat washer.
I mate the existing "collar" to a portion of the motor that spins past the tape in a VCR. Ususally the bearing holding portion. Sometimes these bright aluminum motors have just about the perfect sized hole to match the "collar". This is not the motor that actually moves the tape. I roughen both parts with sandpaper and clean with acetone then JB weld the two together. I have made a little jig to hold both parts stationary and aligned until the epoxy sets out of wood. It isn't super accurate but it beats holding the parts together wth duct tape, which I tried. :-)
A little misalignment isn't a deal killer, a bunch is.
The box fan blades are the attached to the VCR motor part with either long sheetrock screws or 3/16" bolts. Centering the VCR part and the plastic fan blade isn't too tough, as most of the fan blades have a reinforcing rib a little bigger then the VCR part. Again perfection isn't required as a little wobble doesn't seem to bother the motors too much.
Keeping the rain out was an issue for me, as the motors berings are not sealed good at all. I now strech a hunk of inner tube over the motor, which is plumbers taped to a 2X via sheetrock screws, and squirt a gob of lightweight grease in there. I've been thinking of using a soup can or soda can to make a nacell for the motors as I discovered the inner tube seems to rot from exposure to sunlight after a while. Maybe a coat of paint would slow that rot.
When the blade is secured to the motor I afix them to a 2X. Care must be take to assure the box fan blade doesn't touch the 2X. A full width 2X4 is usually too wide. I drill a hole a little bigger than the PVC pipe I use for a pivot, that being .75", and shoot two sheetrock screws from the inside of the pipe into the 2X, and then slip that into a 1" PVC mast. I just radiator hose clamp the mast to a steel "T" post. Most of the tails are hunks of 1/4 plywood, but as soon as the upcoming election is over I'm getting a pile of those corrigated 18X20 inch yard signs for that.
Sorry, but no digital camera yet. Maybe Santa is reading this! I'll try to answer any other question as graphically as possible.
Hope this helps,