I use the Vapona sunflower stickers. You stick them in the window (they look quite pretty) and they have something on them that kills the flies.
Not particularly fast acting, but it does eventually get rid of any that come in.

Thanks everyone for all your comments some of which were extremely funny LOL.

OH has bought some of the fly strips and as suggested put them on the beams where you can't see them. We've also bought the Vapona Sunflower stickers for the windows and they look fab. Both I'm happy to report are working and also my tea towel killing spree last night worked a treat!

Thanks all

I've got one of those bats, they are fab! They electrocute the fly

I've got one of those at our apartment in Spain - I sit on my sunbed electrocuting mozzies

I don't use fly spray at home, we don't really get any - unless someone leaves the cover off the cat's food! Then it's attack with a newspaper!! Never any danger of the dogs bowl being left with any food in though!!

In the past (when I had lots of small furries in the house and wanted to avoid harsh fly sprays) I've used flea spray designed to spray directly onto small animals - my theory was that if it was safe enough to apply directly to the small animal, using a tiny spray here and there (I'd creep up on the fly and spray the smallest amount needed) wouldn't harm.
Recently OH read that hairspray was a good one - again, I wait until the fly has landed and spray directly over it. The hairspray doesn't really spread throughout the whole room so I feel it's safe enough to use minimally like this.