all of the above are good suggestions. i like to buy cutter and a bottle of 100% deet. then i pour a little deet into the cutter. add more if it is a tough season, less if not. seems to really work too. if all else fails, absolutely bring 2 tubes of benedryl cream (not pills). sh*t works, man.
simon - i can't say i've ever gotten bitten in cayo.
oh, and folks tell me baby oil works well for no-see-ums. AC's sometimes got them too.