If you can't zap the bugs, zap the bite

That's the recommendation of a Gizmodo article reviewing the "Therapik" - a device that can be used to apply focused heat to an insect bite to minimize the inflammatory response.

You put the tip of the Therapik onto your bug bite, then you press and hold down the button. The tip uses light to heat the bite up. You hold it there for as long as you can take it, up to a minute. The burning sensation gets pretty intense after 30 seconds or so.

It actually works! Mosquito bites (the only thing we tested it with) stopped itching within a few seconds of taking it off, and in most cases they never itched again. We are officially stunned.

It works on the principle that most insect venom is thermolabile (sensitive to heat). Therapik claims to deliver "heat in the precise temperature range necessary to deactivate the venom from over 20,000 different species of insects and sea creatures."

At first we thought it was just psychosomatic, but after a few weeks of testing, we believe it to be legit. 

I'm not recommending it - just offering it for consideration.  One presumes that other forms of heat would work as well, if the amount of heat can be reasonably controlled.