We have been using the serial SPP(Serial Port Profile) Bluetooth modules to interface our embedded hardware and robots to Laptop or a smart phone... hear is an example of Bluetooth controlled POV LED display and a smart phone turned into an intelligent robot....
type "AT" and press <enter> switch you will get response "OK" it means your device is working in AT mode successfully..once if you disconnect the power then the you Bluetooth will be back to serial data mode.
NOTE: in AT mode the baud rate will be 38400. but in serial data mode many baud rate values can be used.
few of the useful AT commands:
AT <enter> it gives the response OK continuously so press <enter> again to stop
AT+NAME? <enter> it displays the name of Bluetooth module
AT+NAME=new_name <enter> changes module name to "new_name"
AT+PSWD? <enter> displays password to enter while pairing with this device
AT+PSWD=4321 <enter> changes the password to 4321
( only 4 digit number is accepted as password )
for more info regarding AT commands refer to the data sheet.