I would keep people on the page ESPECIALLY if it's paid search. I also want people to go to our Facebook Fan page, but I don't send them there until the Thank You page (conversion page). On my conversion page, I put a video telling them to 1) Give me a Facebook URL Like 2) Visit our Facebook and become a fan 3) sign up for Newsletter.
The less steps between a conversion, the better.
Before you make a decision, check your Google Analytics to see how low your conversion rates are from the Facebook fan page. The reason is say "low" is no matter how I look at it (last click, assisted, 1st click) it still doesn't beat my paid advertising conversion ratio. Get the conversion 1st, then send them to the Facebook Fan Page.