I've had some experience with mosquitoes, especially in the Everglades in Florida and Costa Rica. In spite of the heat, I wore long pants, hiking boots, and thick socks. And carried a couple bottles of DEET. In Cano Negro, Costa Rica, we sprayed repellant around all the outside door and window seams in our lodge, and every morning there was a collection of dead insects at each location. The blood suckers there were nuclear-powered! Fortunately it was not a malarial area but we did have mosquito nets just in case.
In the rain forest, closed-toe shoes were a very good idea. Even on the side of the road, taking photos of a river, I got bitten on the foot by a small black ant. We were riding in an air-conditioned van, so I just had on sandals and didn't think too hard about the insects. It was very painful but fortunately for me it was not a bullet ant (AKA veinte cuatro or the 24-hour ant; if you get bitten you'll be sick for a whole day! It's supposedly named the bullet ant because being bitten is somewhat like getting shot.). One piece of advice our rainforest guides gave us was *never* reach out and touch a railing or a branch without looking, and always watch where you put your feet!