I keep a little spray bottle of rubbing alcohol next to my bed. If I'm buzzed, a hit on a mosquito may not kill it outright, but it will take it down where I can squash it.
I used to get mosquitoes here in my Berkeley, CA house in warmer weather and fashioned screens for my windows. Of course, making sure there was no breeding in my yard was part of the process. But it's been 5+ years, maybe more since I have heard a mosquito buzzing in my bedroom or anywhere around here. I figure it's because of the dryer weather in recent years but maybe more it's local agencies' mosquito abatement programs responsible?

. In any case, I don't have open windows in my bedroom that aren't screened, usually.
There was one fall, 3 falls ago, where I had a screen in my window but it had just enough of a gap, that hundreds of stink bugs got in, apparently almost all at once on one particular night when it got colder.
Funny thing about stink bugs is they can just sit somewhere seemingly dormant but have a very long lifespan for a flying insect, several months.
For the next few months the !@#$ things were appearing and dive bombing me, and of course the stink when squashed... for a while I was paranoid to even sit down, that I'd sit on one, stain my clothes and cause that stink that I knew too well by that point.
I mixed up two spray bottles, one with just dish detergent and one the dish detergent and vinegar. If a stinkbug was sitting on an area that was vinegar tolerant, I'd hit it with that and killed them in a minute or so. For more delicate areas, I'd hit them with the detergent only solution and they were dead in tens of minutes, maybe immobilized sooner but had their legs still getting signals, upside down wiggling their legs.
In some cases I didn't spray them yet. One of their defense mechanisms isn't to fly away but rather to drop down off a surface, so when I'd see them on a wall/etc, I'd just take a plastic container and hold it under them, then take a lid and sweep them down and they'd jump off and fall in the container, THEN I sprayed them with the vinegar detergent solution.
Heh... last fall, I duct-taped the hell out of the perimeter of my window screens on all windows I had open. It seems that the little plastic push pins that hold them in place, are old and brittle now, and wind can cause them to break off and leave a gap around the screen frame. I got a pack of pins for them but haven't gotten around to replacing them all yet.
It's probably partially my fault that there was a massive # of stink bugs in the area that fall. I was growing zucchini, and they seem to love to feed on the stalks of that, far far more than any other plant I've ever grown, and I'd keep putting out sevin insecticide powder to kill them, but that fall in particular it kept raining every couple days and rinsing the sevin off, so I was not able to keep them under control. Every time I went out to apply the sevin, thousands more stink bugs were there. I have not grown zucchini since! Maybe I'll do just one or two plants in the future, that few would be easier to keep stink bugs at bay.