They don't work.
Repeated studies have shown that they are ineffective.

DEET is about the only thing that is very effective.

Here is a comment from WebMD:
You may have seen ads for ultrasonic mosquito repellent devices, which supposedly emit sounds that irritate or scare away the bugs. Organizations from the Federal Trade Commission to the American College of Physicians (in a review in Annals of Internal Medicine) cite numerous studies showing that these devices don't work.

CellularFactory: Home & decor Home & Decor Ultrasonic Electronic Pest/Mosquito/Insect/Rodent/Rat Repeller This Ultrasonic Pest Repeller is controlled by microcomputer carrier wave pulse circuitry and carrier high frequency sonic waves, repels pest such as mosquitoes, cockroaches, rats, spiders, lice, lizards, ants, and so on. Electronics Pest Repeller emits high frequency pulse accoustic waves and pulse electromagnetic waves which can stimulate and chase away the pests effectively for about 50-80 squa...

Cutter 30% DEET Outdoorsman Unscented Stick 1 oz. $3.97 Features: Perfect for hunting, fishing, camping and areas with heavy mosquito activity. Protects up to 8 hours against mosquitoes, ticks, biting flies, gnats, no-see-ums, chiggers, and fleas. 1 ounce dry-solid stick contains 30% Deet....

Contech CRO101 Scarecrow Motion Activated Sprinkler $59.99 The Contech Electronics Scarecrow Motion-Activated Sprinkler presents an innovative, humane way to keep pets and wildlife from disturbing your yard and garden without the use of complicated traps or potentially hazardous chemicals. The sprinkler combines a surprise spray of water with unexpected motion and noise to create a safe, effective deterrent to unwanted visitors, helping keep your garden l...

Bird-X YG Yard Gard Ultrasonic Animal Repeller $32.97 Give pests their eviction notice, up to 4,000 sq. ft.! SAVE BIG! Repel dogs, cats, deer, raccoons, armadillos, opossums, bats and other pests from yards, gardens, warehouses, garages, basements, attics, restaurants, barns... wherever they roam. Independent laboratory testing has proven YardGard sound technology to be a highly effective form of pest control. An infrared motion sensor activates the ...

Repel 100 1 oz Insect Repellent Pump Spray 100% DEET 402000 $4.24 Repel 100, OZ, Insect Block, 100% Deet Formula, Pump Spray....

Hot Shot 5580 No Pest Strip Unscented Hanging Vapor Insect Repellent $3.98 Keep bugs where they belong: out of your home. The Hot Shot unscented hanging insect repellent kills flying and crawling insects with a penetrating, odorless vapor. Just hang or stand the strip up in attics, garages, storage areas and other spaces, including boats, RVs and cabins (when not in use). One unit will treat a 10 by 13 foot room with an 8 foot ceiling for up to 4 months. ...

Repel Sportsmen Max Formula 4 oz Insect Repellent Lotion 40% DEET HG-94079 $6.99 40% deet designed for the toughest conditions,offers 10 hour protection, with a quick drying lotion.4 oz squeezable bottle for easy application; alsohas a carabiner for attaching to your pack or bag....

Coleman 3150-A20 Fire Light Propane Torch (Green) $33.01 Unique Firelight flame adds the perfect relaxing ambient lighting atmosphere to any outdoor setting. Convenient and clean-burning propane operated: no oil, no wicks, no mess. Includes protective cover and replaceable citronella cartridge that lasts up to 6 hours....

NEEWER® Ultrasonic Pest, Bug, Mouse, Insect & Rat Repeller w/ Built-in Night Light It uses ultrasound to drive out pests such as mice, roaches, spiders and other bugs. The built-in US plug makes it very easy and convenient to use. You can simply plug it into any outlet in your house and no need to buy extra batteries for it. The effective range is up to 100~160 m2. Recommended for medium sized rooms but you can use two for a large room and better protection. Description: *Ultra...

NEEWER® Ultrasonic Electronic Flying Insect, Rodent & Walking Insect Repeller w/ Night Light This high quality product is brand new in retail package. It uses ultrasound to drive out pests such as mice, roaches, spiders and other bugs. The built-in US plug makes it very easy and convenient to use. You can simply plug it into any outlet in your house and no need to buy extra batteries for it. The effective range is up to 100~160 m2. Recommended for medium sized rooms but you can use two fo...