Avoid staying in hostels, hotels, or campgrounds near standing water, the most dangerous of which is black and stagnant. If traveling in a high-risk country, always sleep inside a mosquito net. The most effective nets are those that have been impregnated with permethrin, an insecticide. These will kill any mosquito which touches it, thus avoiding the problem of rolling against it in your sleep and being bitten by a mosquito landing on the other side of the net. If you are traveling in an area without electricity, try burning incense coils, which also are highly effective at repelling mosquitoes.
Insect repellents are also effective for repelling mosquitoes as well as other biting insects.
Soaking a bit of cloth in DEET and tying it around your ankle can deter those mosquitoes that attack at ankle level. However, be warned that when mosquito density levels are high, most repellents will act only as deterrents and chances are you may still be bitten. Wear long pants and long-sleeved shirts, especially as sunset nears, as this is when mosquitoes are most active. This leaves only a small amount of skin to be doused in repellent. Lastly, avoid wearing scented perfumes or shiny jewelry as this attracts mosquitoes.