I seem to have no problem killing them when they fly on my windows and stop moving. I swat their ass and bury them before they even know what happened. My record is 262-12 (been keeping track for three years).
try this out: with your hands fairly far apart (so as not to alert the fly), clap very hard (and quickly) about 4 inches above where the fly is -- whether their escape route is front/back/left/right it almost certainly involves going up...this works great, seriously.
I always get a mystic sense of pride when I manage to capture a fly alive with my hand. It's like I'm a ninja of some sort. Of course the worst part is figuring out if you caught the fly without letting it go. I can never tell if it's in may hand or if it got away until after I open my hand.
My girlfriend was slightly distraught the other day because she had swatted two flies while they were having sex. I guess researchers have some more work to do analysing how various movements contribute to life and death :-)
It's because they can detect the tiny air pressure changes from nearby moving objects. The trick to swatting a fly is simply to swing hard and fast. If you half-ass it they sense the incoming palm/magazine/swatter while they have plenty of time to react.
