As others have said, soap.
Also, we came across an interesting concoction that has helped at least a bit better than regular fly spray: Neem Oil Extract. Straight from the garden center, we mix it according to bottle directions (something like 2T per gallon or something like that... we put a bit more as it's for the horses, not for the garden!), and sometimes mix with Bronco, spray it on, and the flies won't come back for several hours. Someone we know mixes it into the petroleum jelly and slathers it on their legs/sensitive parts/etc as not only a barrier from bites, but a fly killer. Neem is an insecticide/antifungal/antibacterial/etc etc. Neat stuff.
I have said what I have said. I have not said what I have not said.