If I had to choose between thermacell and my gun, I'd give up the gun first. Thermacell will get rid of 20 mosquitoes from off my clothes in about 30 minutes when I finally stop moving and it's warmed up.

Try permethrin. You can buy it in aerosol or you can do the cheap man's method which is what I use. I buy it from Lowes in the 4% variety or so in the yard mosquito treatment. I then 'cut it down' by a factor of 4 by diluting it. Then I lightly mist my clothing. I mist everything that a mosquito can land on. After the clothes dry, wear them. You'll kill hundreds of probing insects. The permethrin acts like LSD to their nervous system and kills them. If I wear permethin one day to the stand, I'll see only a few the next day since I killed so many the first day. One warning, though. Don't soak your clothes and don't wear them until they initially dry from the application. It will cause some nasty rashes... You can figure out how I know that one!

By the way, I use both permethrin and thermacell since I hunt in the swamp where a cloud of mosquitos usually follow me. If I stop for any length of time without some repellant, etc.I get quickly covered in 20 mosquitoes. When scouting, sinceI move around so much, I use permethrin and deet. Thermacell only works if you stay in one spot.