My friend and I both met those same leg-biting cousins. She chose to go to the doctor, pay $100 for some cream, pills, and a "stay out of the sun". Oh yeah, and some kind of cortizone shot, in the butt. She stayed in the hotel room the last 2 days of our trip together. I, on the other hand, chose to go out in the sun, cover up my legs on the beach at night, switch from daquiris to beer, and use the "new" skin-so-soft" stuff. She went back home to below zero weather (no mosquitos at all) and I just went to another beach for another week. Mine "healed" faster. It really scared her, though...she thought it was an allergic reaction. Who knows. I guess it's sometimes better to be safe than sorry ~ but I once had an allergic reaction to something in Mexico, and when I went to the pharmacy I ended up with something that turned my tongue as yellow as the smilies on this page. Not my sexiest moment.
I asked a friend of mine if he knew of any local things to use, and he just laughed and said that because our skin was SO white, the bugs would bite.