I think I always know this, but I would have to check again at times ...

Use 'in' months and years and periods of time, for example "in January","in 1978","in the sixties", etc.

Use 'in' a period of time in the future, for example "in a few weeks","in a couple of days", etc.

Use 'at' with precise time, "at six o'clock","at 10.30","at two p.m.", etc.

Use 'on' with days of the week, "on Monday","on Fridays", etc.

Use 'on' with specific calendar days, "on Christmas day","on October 22nd", etc.

Source - http://esl.about.com/od/grammarintermediate/a/prepositions_of_time.htm