In my current laptop whenever i am doing anything, no matter what it is I can always hear the fans going and I am looking at a replacement laptop that is designed for high-performance and power and on one review it said that underneath the fans are designed to try and keep it cool but do they? I am always at a desk BTW.
It varies from model to model. For example, some models have budget fans and heatsinks that are small sizes, giving a tendency to overheat. If you're looking for something that runs cool, look at the ASUS G series, G750 in particular.
Yes, the fans always cool, without it your system would overheat and everything would be fried. However, there a just varying degrees of efficiency from model to model. Of you want something that stays cool, Intel's Bay Trail is designed to function without a fan... (I think).