Some birds who feed on the mosquito:
Swallows such as the tree swallow, violet-green swallow, barn swallow, eastern kingbird chickadees, house wrens, gray catbirds, bluebirds, vireos, warblers, orioles, tanagers, sandpipers, killdeer, plovers, yellow-rumped warbler, and even some of the sparrows such as the chipping sparrow and the white-crowned sparrow. Bats are also very effective mosquito eliminators. A single bat may eat 4,000 mosquitos in one night.
http://fwp.mt.gov/news/specialFeatures/talesAndTrails/archive/070811.html
Mosquitoes carry deadly diseases like malaria, yellow fever and the West Nile virus. In 2010 there were 660,000 malaria deaths.
A wag once said if we got rid of the top five vectors of disease distribution, we could wipe out the top killer diseases. This would be rats, mice, flies mosquitoes, and....children.