Im adding a ceiling fan in the bedroom. The breaker is 20amp so I'm using #12 to the 15amp switch.Then pigtailing with #14 to the ceiling fan. Can I do this or should I just go with a 20amp switch and #12 to the fan?

All cable on a 20 amp breaker must be #12.

Strange isn't it. Code requires a 20 amp breaker be used with 12AWG all the way and then you stick a fan or light in the circuit that is prewired with a 16AWG wire. The point is that the circuit is RATED for 2400 watts, not necessarily what you have attached. Actually you can use a 15 amp rated switch on 12, just like an outlet.