Proper usages for both. Now you know.
Here’s the gist if you don’t want to read the whole thing (although it’s short): use en dashes instead of “to” to indicate spans of time, e.g., (January–June). Em dashes separate or conjoin thoughts (like a semicolon or comma, but crisper if you ask me), e.g., Go get that — no wait — I changed my mind. Whether or not to add spaces on either side of the em dash is a preference thing as far as I can tell. I personally like the spaces.
So how does one use these characters?
If you’re on a Mac, it’s inexcusably easy: For an En Dash hit OPTION + “-“ (that’s the regular hyphen key). For an Em Dash hit SHIFT + OPTION + “-“. On a PC, it’s more complicated, naturally, so read this if you care.