Most modern digital cameras have a decent macro setting. The real trick is lighting. If you can get the lighting right without using the flash, most will take good pictures of flies at close range. You can always back off a few inches and the use the zoom to get the close shot.
I use a Panasonic Lumix TS20 waterproof camera and get good shots. It has a marco minimum focal length of 1.97". It is $119 at Amazon.com right now. I use a JANSJO LED light from IKEA that only costs $10. I use a flat black or flat white backdrop, depending on the fly color.
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