Citronella candles, citronella torches, electronic ultrasonic pest repeller, bug zapper... the list goes on and on. If you're relying simply on these device to repel mosquitoes, you probably still getting bitten. In fact, bug zappers attract more mosquitoes than they kill.
The ultraviolet light is supposed to attract mosquitoes against an electrified grid, which then zaps them. Well, it's true that plenty of mosquitoes are attracted into your backyard by the light, but once the mosquitoes catch a whiff of you, they ignore the light completely. Ultraviolet light just doesn't do much for the average mosquito. One study found that out of the ten thousand bugs killed by a bug zapper in one evening, only eight of those were mosquitoes. Many of the bugs killed, however, were beneficial ones that control other pests or help break down organic matter.
The smoke from citronella candles is somewhat distasteful to mosquitoes, but in order for it to work, you would have to always stay inside a plume of that smoke. Just lighting a few candles in your yard won't really do it. To really stand up to the mosquito, you should wear protective clothing, use a bug repellant with deet, and drain sources of standing water in your yard where mosquitos breed. Unfortunately, there is no easy, technological solution to summertime mosquitos.