I have the same problem, but I also find it depends on the type of mosquito. Some mosquitoes leave huge red bumps on my legs, others leave small ones. I haven't found anything yet here in the US (luckily I don't get bit here), but when I lived in Indonesia, I found that a brand called Soffel and Autan really helped. They smelled really nice as well. I am not sure you can find them here though...maybe in Asian grocery stores?

As for natural remedies...I don't think they work. Somebody told me to drink lots of coconut water to cleanse my blood so mosquitoes won't be attracted to me...but it didn't work.