My understanding of these is that they only work when you've been stationary for something like 5+ minutes. A few friends have tried them and found that they work well when they're outside reading a book, but are unsuitable for any activities that have you out and about. I haven't purchased one to try around the barn for that reason. I just stick to the Off! spray.
We have a thermacell and it works AWESOME! We have used it while we were going down the trail and it did work there too-we had it tied on behind the saddle of the first horse and nobody else in the string of six/seven horses had any problems with mosquitoes at all. DH was the one riding the first horse and he thought that it helped too. We camp and ride in the mountains all summer along with fishing and all that other outdoor stuff and we don't go anywhere without the thermacell.
Ours has an off/on switch and gets warm inside but it's not "lit" by any means, you could stuff it in a bale of straw and nothing would burn.
We use ours all the time and we've also used the little clip-ons and they worked very well too.