In Michigan's Upper Peninsula, we like to say that the mighty Mosquito is the state bird.
They're pretty bad up in Northern Minnesota, too. No technique really works for everyone, but here's how I cope:
Wide-brimmed jungle hat: spray deet on underside and top of brim, maybe a bit on the crown
Headnet
I'm a sweat hog, but even in warmer months when the biting things are hatching, I cover all my skin. Lightweight pants tucked into socks, long-sleeve shirt tucked into pants.
Bug Dope: big fan of Ben's 30%, best I've tried. Always get it in the mini pump model. With the pump I can spray my hat, etc, and if I want to put a bit of dope on myself, I just spray into my hand and spread. Apply to back of hand, wrist; tiny swipes on nose, forehead, behind ears (eau de mosquito, it'll hit hollywood soon). For the record, i hate deet. I've melted a bike computer and camera stuff–what's it doing to skin?! Actually, there's a ton of research showing it's carcinogenic.
Bugs are why I use a tent. If I can't get away from them and have room to live (ie change, read, whatever) I go nuts.
I basically escalate my defenses (code orange!) as the bugs get thicker–my lower body was completely covered in a pulsating black mass one day. If they thin out, I roll up my sleeves, slip the headnet onto the brim of the hat, maybe even roll up the pant legs… Hope this helps!