The New York Times reports that studies show that the breeze from a fan is an effective method to repel mosquitoes and other flying buggers—and not just for the obvious reason.
Sure, the weak gusts of air from a fan are enough to keep mosquitoes from circling and landing on you. But when a fan cools you off, you give off less body heat and you'll sweat less—two things that are likely to attract mosquitoes.
But a fan also helps eliminate another big bug attraction: Carbon Dioxide. By blowing away what you breathe out, a fan is directing CO2-attracted mosquitoes far away from your backyard get-together.