They really work. The only down side is that they only work in lighter wind (or no wind). High winds, the mosquitoes can't fly, but there is a range between maybe 10 and 15 when the Thermacell doesn't do much, but the bugs can still fly. When they're that bad, I use a thermacell and spray. Deer may smell something, but you're not going to kill them when you're cussing and swatting, either.
It takes a little time for it to warm up before it works, but I'll turn it on at the truck and attach it to my belt on the way into the woods. I would recommend getting the holster, it comes in handy. If it's windy it doesn't work as well, but otherwise it's awesome at keeping the skeeters away.
There is only one downfall from my experience and it happened this weekend.
Depending on the wind and how you set up which I did not pay attention to, deer DO smell it. I got whistled at a few times and figured I was done, the deer eventually came around but was very nervous and would stomp and whistle (just a different smell in the woods I guess) never got off a shot that day. I'll stick with the No Stinkin' Bugs. its expensive but at least they don't seem to mind.
It smells like citronella, and deer must be able to smell it. It worked real well up at AI last year for the bugs, but then again I did not see 1 deer the entire hunt when I used it. On the last day I left the new gadget at the house. de scented my clothing that now smelled like a party candle, went back out in the field and shot a deer and saw 2 others within 20 yds.
The thermocell now is just used for camping and fishing.