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Depends what you will do with the fly but freezing is the easiest and involves no chemicals so I usually recommend it to novices. I'd only suggest Ethanol if you were collecting into traps or were collecting in the tropics where mould might be a problem. Ethyl acetate is the preferred method for killing prior to setting and mounting because specimens remain soft and easy to manipulate - but chemicals like this are a little dangerous so they carry with them certain responsibilities, such as keeping away from children and animals etc. :)