If you look really closely at a fly or a daddy legs you will see that they only one set of wings unlike bees, wasp and dragonflies for instance which have two pairs. In place of their second pair they have what looks like a little ball on a stick that bounces up and down in flight. These funny little things are called the halteres and are of vital importance to the fly. They are flapped rapidly and function as gyroscopes that inform the insect about body rotation during flight which in turn directly act as a personal inbuilt balancing and guidance system which helps these insects to perform their amazing aerobatics.
Mark Hart took this great shot of a very pretty fly last week that shows this amazing evolutionary adaptation. Click here to see a classic piece of Live on Earth.
Pretty sure I have got the species right (well, at least to family!) but there are a great many similar ones.