Climbing Safa and Marwah and making supplications for one’s material and spiritual well-being and welfare are encouraged. During the supplications one should face the  Ka`bah.
It is well-known that Prophet Muhammad (peace and blessings be upon him) went through the Safa gate and on approaching Safa, he recited Almighty Allah’s saying, [Behold! Safa and Marwa are among the Symbols of Allah] (Al-Baqarah 2:158) and then said, “I begin with what Allah mentioned first.”
He climbed Safa until he could see the Ka`bah from where he stood. He faced the Ka`bah, thrice proclaimed Allah’s Oneness, glorified Him, praised Him, and then said, “There is no god but Allah. He has no partners. To Him belongs the kingdom and all praise. He alone grants life and causes death, He has power over all things. There is no God but He. He has fulfilled His promise, given victory to His servant, and He alone defeated the confederates.” He made similar supplications thrice. Then he walked toward Marwah and climbed it until he could see the Ka`bah. There he made supplications as he had at Safa. Making supplications, remembrance of Allah, and reciting the Qur’an while walking between Safa and Marwah are all desirable.

Sheikh MuhammadNur Abdullah, former president of the ISNA (Islamic Society of North America) and member of the Fiqh Council of North America, stated; Start the Sa`i from Mount Safa and read verse 158 from Surat Al-Baqarah:[Behold! Safa and Marwah are among the Symbols of Allah. So if those who visit the House in the Season or at other times should compass them round, it is no sin in them. And if any one obeys his own impulse to good, be sure that Allah is He Who recognises and knows] (Al-Baqarah 2:158). You should now ascend Safa and, facing the Ka`bah, make whatever supplication you choose. In this situation, the Prophet (peace and blessings be upon him) used to say three times “There is no god but Allah.”

You should now proceed toward Mount Marwah, walking at a normal pace until you reach the green marker. Men should run until they reach the next green marker, whereupon they should revert to a normal walking pace until they reach Marwah. Women should proceed at normal walking pace all the time. You are now ready to make the return journey, walking where you should walk and, if a man, running, if able, where you should run. This is your second passage.
You should now repeat the procedure until you have completed seven passages, ending your Sa`i at Marwah. While performing Sa`i, you should pray to Allah as you wish and recite verses from the glorious Qur’an.