Good advice from all! Further agreement on 'don't scratch'. Mozzie bites are yet another thing that respond well to iced black tea, probably because the tannins ease the inflammation. In the bush, a dock leaf applied wet will help. Calendula cream, mullein oil or crushed mullein flowers or leaves work well too. And aloe vera.
If you live in a warmer climate where Carpobrotus or Mesembryanthemum plants will grow, those are my favourites for easing the irritation of bites and stings. Those are the sprawling succulents with pretty daisy-like flowers, commonly called pigface, karkalla or seafig. If you live in California, Florida, South Africa, the Mediterranean countries, the southern and coastal parts of Europe or in any but the coldest parts of Australia, you've probably seen them growing wild or planted as groundcover along roads and coastlines, or in gardens. I grow several species both at home and in the community garden, for insect and lizard habitat, for the pretty flowers and edible fruit, but mostly because they are the best thing I have found for insect bites and stings - especially for bites and stings of bullants, which are very common here. You break open the leaf and apply the green gel inside as you do aloe gel.
Antihistamines can ease the itching enough that you can get some sleep. And of course out in the bush you can apply nice cool mud!