Before sleeping, I'd close all the windows and doors and spray the toxic anti-mosquito product. After half an hour, I'd go in and find all the fallen mosquito's and squish them, since they weren't actually dead, just stunned. After a while they would just get up and fly away if I didn't do anything. Then, I'd use an electric zapper to find the remaining ones which were unaffected by the spray. Then, before sleeping I'd light a mosquito repellent, and also apply a mosquito repellent to my hands and feet to keep them away.
Only the above regimen worked. Skipping any of the above meant I'd be slapping away angry buzzing mosquito's the rest of the night.
Fans wouldn't do jack to slow them down. The only other thing which was semi-effective was cooling down the room with an AC. They seemed to get a bit slow then.