Buy a plugin device from local supermarkets. The ones that have a little canister of liquid are the most effective and last for at least 30 days. They don't contain pesticides but emit a chemical that smells horrible to mosquitoes. One is enough to keep a small apartment or bungalow mozzie free even with the windows open. You may need a couple for a villa or a big apartment. 

Local insect sprays are effective against mosquitos but make sure that you buy one with a picture of a mozzie or fly on the can rather than one designed to kill cockroaches. Spray a room and then leave it for at least 15 minutes before going back into it.

Gran Canaria mosquitos only come out in the evening and at night so you have to watch out when sitting outdoors. Wear long trousers or a skirt that covers your ankles (that's here the mozzies seem to aim for), or bring anti-mozzie bracelets with you from home. The most effective ones are impregnated with DEET rather that with citronella oil.

Mosquito repellent creams also work well if they contain DEET. Herbals ones work but not as well. Mosquito coils don't seem to do much except give you a headache and nobody in Gran Canaria uses them.

Most people who visit Gran Canaria and stay in the resorts don't get biten by mosquitos but even if you do, don't worry as the mosquito species that lives here doesn't carry any infectious diseases at all. Gran Canaria and the Canary Islands are completely free of Zika, dengue, malaria and yellow fever.