I live less than 1000' from the water's edge, so mosquitoes are ever present for about 9 months of the year. I've tried citronella candles when out BBQing, watching my children play in the lawn, etc. I don't like dousing myself in chemicals, so I don't spray myself with deet, etc. They are a nuisance for which there is little to be done other than avoidance.
If you can stand the smell, neem oil is very effective. I use low concentrations in a spray bottle, and spray my windows, they generally don't come in..