Flies rubbing their legs are **cleaning themselves**. They can also often be seen rubbing their back legs often. Additionally, flies also often clean their **wings, compound eyes and bodily bristles**. Legs and wings are used as a primary means of **locomotion** and means of escape. Eyes and bristles are sensory organs and hence also essential for their survival.
Below a picture of a tachinid fly showing the bristles and compound eyes:
!fly
The eyes need to be clean as they are essential for the **detection of visual stimuli**. The bristles, as a commenter rightfully stated, contain **chemoreceptors** reminiscent of receptors on the human tongue that sense sweet and bitter tastes. These taste receptors alert the fly for sweet (food) and bitter (poisons) substances. Hence, cleaning of the legs may not only serve hygienic purposes, but may well be important for keeping the bristles and hence the associated sensory organs clean and free of prior encountered substances.