If they're houseflies, you can catch them by hand. Throw them against the wall as hard as you can. It'll knock them unconcious, but won't kill them. Put them in a plastic vial or jar. When you've accumulated around a dozen, stick them in the freezer. Again, this won't kill them, but they'll be unconscious when you remove them from the freezer the next day.
Build yourself an airplane out of very thing strips of balsa and Saran wrap. Once the airplane is complete, remove the unconscious flies from the freezer and supergule them to the wings of the airplane.
Once the flies regain conciousness, you'll have a flying model airplane powered by a 12 houseflypower engine. The plane will fly very slow (so you need a lot of wing) and it's very hard to control the flight. The flies tend to start and stop on their own and it's very hard to train them to synchronize their efforts.
Still, it's a very cool plane for as long as the flies live. You can just replace them with new flies once they die, so the maintenance is pretty low.
So far, I've yet to see any objections from PETA, so I think it's an ethical use of animals in the pursuit of education and entertainment.
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