I use them if the horse is going to be showing (keeps them clean and free of bites from horses and bugs haha) or is sensitive to bugs, otherwise I let the horse go without because it just another cost that is not needed, I use my fly sheets the most to protect my blankets in the winter from rips/tears, need the heavy duty fly sheets for that though.
I personally like Kensington, Weatherbeeta (heavy duty not light ones, rip to easy but that's bc my horses are in a pasture setting) or get a custom made one by a local blanket maker. Weatherbeeta Dura Mesh Detach-A-Neck Fly Sheet http://kensingtonproducts.com/
Or just google local blanket makers in your area and see if anything comes up
Here is a one of the local ones near me to get the idea Pegasus Equine Products: Horse Blankets, Sheets, Coolers, Hoods, Bags