If turning on the A/C causes the fan to come on, it COULD be the CTS, but, at some point, saturn ditched the two sensor (gauge and computer) setup and went to a ONE sensor that feeds both setup. And, if that sensor's bad, then the car's gonna act funny - not just have fan probs. I think it'll puke a trouble code too.
Sensors are an easy $15 replace.
Anyway, if the fan still won't come on without the A/C, and you're REALLY stuck - shut the engine, then unplug the wire to the compressor. That way, the car thinks the A/C's on and turns on the fan, but the compressor isn't on, thus no A/C. I did this once when my car sucked in a bag I couldn't reach without getting really dirty, and in traffic. So, I left the A/C "on", leaving the fan on all the time, though I suspect it would have stayed that way anyway...
Funny about the relay talk - the one time I had a fan problem with the wagon, it WAS the relay. Or, actually, the connector.
Oh yes, don't forget that the fan could get stuck - I had that once too. if it can't turn, it won't run - make sure it spins freely!
And, if it's running but you're not cooling, check that you didn't suck up a bag or something into the radiator. I've noticed at least my SC2 seems to have a real lot of cooldown ability - it drops the needle fast when the fan pops on.