Lenses usually attract dust with the static charge they hold, plus the fact that most flashlights out there don't have the benefit of a cover to keep the dust out like on camera lenses.
Be careful with the lens cleaning sprays and the like, the lenses on the good flashlights have a Anti-reflective coating on it (you'll notice a purplish tint to the lens when you look at it from a angle) this coating can be wiped off and messed up pretty quickly if you use something too extreme (windex for example)
The best thing i recommend is to goto a good camera store and get a good quality lens cleaning kit, you get the lens pen for brushing off the dust, a cloth for wiping off and a solution for cleaning, the solutions are sometimes marked safe for anti reflective lenses and these are the one's to go for.
Concept, quick aussie tip
if you want a good cleaning cloth try ducking down to the nearest Coles, they stock the 3M Scotch-Brite Lens cleaning cloths at the one up the road from me, and it's not a big one either, these pretty decent quality cloths and they're like 3-5 bucks, they pick up the dust like no tomorrow too.
