I was in the Florida keys last week for vacation. If the subject of the house I am building came up when talking with any of the locals, almost 100% of them reminded me to make sure that I painted the porch ceilings blue. My friends from New Orleans have all recommended the same thing. All of them swore that it was a well-known fact that blue porch ceilings keep bugs from bothering people on the porch, and also keep wasps and mud daubers from building nests on the porch ceiling.
A little research on the blue ceiling tradition (see examples here and here) reveals that it may have come from the Gullah or Geechee culture, and may have originated as a representation of water on the threshold of the house to keep evil spirits from entering.
I cannot find any research indicating that blue ceilings affect insect behavior. Most sites that mention research quote Nathan Erwin from the Smithsonian as saying there is no research on the subject.
Anybody with better google-fu? Anecdotal evidence?