In the setup options, you can set the screen to turn on when you 'uncover' the proximity sensor or when you move your hand over it. The first option, logically, is useful if you have a case with a flip cover. You can also choose to have your screen turn on every time it detects movement.
When it comes to turning off your screen, you can also find a good handful of automation options. The usual choice is to cover the proximity sensor. This way, your screen will turn off automatically when you close your case cover or simply put it in your pocket.
KinScreen is a useful app that makes using your smartphone or tablet even more convenient.
Requires Android 3.0 or higher