TikZ: How to draw an arrow in the middle of the line?

The decorations library can be used to all kinds of stuff like this. Unfortunately it is slightly verbose.

\usetikzlibrary{decorations.markings}

\begin{scope}[very thick,decoration={
    markings,
    mark=at position 0.5 with {\arrow{>}}}
    ] 
    \draw[postaction={decorate}] (-4,0)--(4,0);
    \draw[postaction={decorate}] (4,0)--(4,2);
    \draw[postaction={decorate}] (4,2)--(-4,2);
    \draw[postaction={decorate}] (-4,2)--(-4,0);
\end{scope}

Edit: A general solution to apply some some styles (like put an arrow in the middle) to each segment of an arbitrary path.

There are two styles:

• the on each segment style uses the show path construction decoration of decorations.pathreplacing library to apply some styles (its argument) on each segment of a path.

• the mid arrow style uses the method of Caramdir's answer (via decorations.markings library) to put an arrow in the middle of a path (its argument is the color of the arrow).

First, the preamble:

\documentclass{standalone}
\usepackage{tikz}
\usetikzlibrary{decorations.pathreplacing,decorations.markings}

The two styles:

\tikzset{
  % style to apply some styles to each segment of a path
  on each segment/.style={
    decorate,
    decoration={
      show path construction,
      moveto code={},
      lineto code={
        \path [#1]
        (\tikzinputsegmentfirst) -- (\tikzinputsegmentlast);
      },
      curveto code={
        \path [#1] (\tikzinputsegmentfirst)
        .. controls
        (\tikzinputsegmentsupporta) and (\tikzinputsegmentsupportb)
        ..
        (\tikzinputsegmentlast);
      },
      closepath code={
        \path [#1]
        (\tikzinputsegmentfirst) -- (\tikzinputsegmentlast);
      },
    },
  },
  % style to add an arrow in the middle of a path
  mid arrow/.style={postaction={decorate,decoration={
        markings,
        mark=at position .5 with {\arrow[#1]{stealth}}
      }}},
}

Then the result and the document:

\begin{document}
\begin{tikzpicture}
  \path [draw=blue,postaction={on each segment={mid arrow=red}}]
  (.2,0) -- (3,1) arc (0:180:1.4 and 1) -- cycle
  (4,1) circle(.8)
  (6,1) ellipse(.5 and 1)
  (0,3) to [bend left] (3,4)
  (4,3) rectangle (6,4)
  ;
\end{tikzpicture}
\end{document}

Update: 2020-02-22: This code has been superseded and shouldn't be used. It also nests tikzpictures, something that I later realised was Not Good. Caramdir's answer is the best all-round solution, but if you want something that is close to this one then Kpym's answer using pics has the same spirit as this but without the drawbacks.

---

Given that the precise syntax you specify isn't possible, here's something that achieves the desired effect without having to specify the coordinates of the midpoints.

\documentclass{article}
\thispagestyle{empty}
\usepackage{tikz}
\usetikzlibrary{arrows}
\newcommand{\midarrow}{\tikz \draw[-triangle 90] (0,0) -- +(.1,0);}

\begin{document}
\begin{tikzpicture}
\begin{scope}[very thick, every node/.style={sloped,allow upside down}]
  \draw (-4,0)-- node {\midarrow} (4,0);
  \draw (4,0)-- node {\midarrow} (4,2);
  \draw (4,2)-- node {\midarrow} (-4,2);
  \draw (-4,2)-- node {\midarrow} (-4,0);
\end{scope}
\end{tikzpicture}
\end{document}

(the arrows tikz library is just to get more prominent arrowheads)

This produces:

(not sure what that vertical line is down the right-hand side. It's not in the original so must be an artefact of the pdf->png process)