I've just used vanilla extract before.. it doesn't take much, treat it like cologne. It smells much better than bug sprays and you don't have any weird residue.
I always assumed mosquitoes are going by the IR/heat emissions, but apparently they follow smell. They also have very rudimentary olfactory system, which is easy to confuse by filling the area with a smell "override". It could be a bug spray or a citrus smell (citronella, etc) or it could be a smell that humans don't even pick up. Latter is weird, but it works really well - it's a small plastic dispenser bottle with a wick and heater element on top, just like an oil-based air freshener, but it has no smell whatsoever.