Living is Minnesota, Land of 10,000 Lakes, I too have a problem with mosquitos. Our backyard backs up to a wooded swamp/pond area, perfect breeding area for those little buggers. I have tried a number of different sprays, collars and drops. Right know we are using a spray repellent called Pre-Strike and Bio-Spot Flea & Tick Drops (ticks run a muck up here too). It seems to work ok but the best protection I have found so far is to stay out of the woods, keep the dog moving (play fetch) and if he's getting eaten alive, put him in the house. I hate to put him in there but I think it's for his own good.
Like other posters have stated make sure all your dogs are on some kind of heartworm.