A drop of citronella essential essence on a hankie on your bedside cabinet will help keep those nibbling insects at bay. Also, use of a fan will prevent them from flying around you whilst you sleep. The fan not only makes it hard for them to fly, (my ceiling fan was the best investment made), but it also disperses the carbon dioxide we exhale, (carbon dioxide attracts mosquitos).
Mint, rosemary, basil, thyme, lavender are also considered repellents, so have them in pots around your windows.
Prick an orange with 20 or so whole cloves and leave on your bedside cabinet, it creates an aroma similar to citronella and repels biting insects.
If you are bitten and the itching is driving you mad, apply a little roll on deodorant to the bite area, 3 or 4 times during the day, this will relieve the itching.