There are these tennis racket shaped things which are designed to electrocute them whilst they're flying, so you just swat them out the air. I have one, and I just caught a fly, and normally it produces tiny sparks, but seriously I tapped that thing whilst holding the 'electrocute stuff to death' button down and a huge arc went through the fly, making it pop out the grid and producing a sound equal to a small firecracker going off.