The sort of household fly sprays aren't made for use on a horses skin so shouldn't be used - they usually contain chemicals that can cause irritation
The type of sprays designed for horses that stay active for a while usually kill bugs (like ticks) as well as deter them but even though they're well tested I like to wash the horse over regularly as a build up from them can also cause skin problems
The BEST fly control is a clean environment. Pick up all manure and pile it high. It heats up quickly and kills fly eggs.
The 2nd best fly control is to bathe your horse, with at least a water bath, after he has cooled out after a workout.
The 3rd best fly control is to shampoo your horse. I use a bucket with Mane N Tail shampoo and water--It's ~$6.00/bottle here--groom first, then wash their legs before a ride or just after grooming in the summer and that keeps many flies off of them.
I also put SWAT on them under their eyes, so it looks like the black under the American football player's eyes, and on their ears, and THAT keeps flies from bugging them. Fly masks are great BUT they can impair vision. Sometimes people forget to take them off on a horse turnout out all night and THAT is dangerous.
I prefer Repel-X concentrate bc I can mix it as strong or as weak as I need.
It is ok to rinse your horse after a bath, but do not shampoo them regularly. It removes the natural oils from their coat and gives them itchy, dry skin. There is a roll on fly repellant for their faces that you can get at tractor supply that I really like.
Some fly sprays can be expensive, what we do at the barn is dilute some apple cider vinegar with water and gently rub it on our horses with a cloth, it keeps the flies away and gives their coat a shine