Depends!
I leave my circulation fan on 24/7
If you use a fan to cool your lamp, you could turn that off when you lamp goes off. Just monitor you temps & humidity to make sure it stays in a good range.
Some people modulate the fan speed based on the room temperature. I also leave my lamp fan on 24/7 because it is hooked up to my carbon filter, and I want to maintain negative pressure in my grow box.