I bring stakes and plywood, and set up a perimeter where I'm working, and blow towards the walls. If trenching, I set up a narrow "hallway" of plywood to contain the debris, and makes backfilling super easy. Dont forget its like a giant leaf blower, makes dusting the lawn/driveway/whatever off a quick and easy process. :-D
Work the tool in a circular motion, pinning it in one spot doesnt do much good, rapid movement of the tool, close to the soil is key in breaking up heavily compacted areas. Clay sucks.
If incorporating compost or just breaking up compaction over a large area, get a spot loose, and then keep the tip of the tool buried and keep working that circular motion. Keeps flying debris to almost 0, and works deeper to boot. Repeated trips over the same area will continue to work material deeper, and break up soil deeper. If using an airspade, I prefer to sling it over my shoulder and keep the handle up by my neck and shoot straight down for "air mixing" compost. Its more awkward with the air knife though, so I usually reserve the spade for composting and compaction, and the airknife gets pulled out for trenching and really heavily compacted areas typically. We have several of both.
The air spade is a shovel, the air knife is an excavator, if you get what I mean.