The Peace lily's natural habitat is the rainforests of central and southern America. The lilies grow on the forest floor,and that means they don't get a lot of bright light - they live in dappled sunshine.
In the summer you should water them frequently,and spray them with mist - you're trying to simulate their hot, humid home territory. Keep them out of hot sunshine, but let them have some light. Their leaves will go pale, and curl if they receive too much light.
In winter they should be watered far less frequently, but never allowed to dry out.