Well, as far as mosquitos go, they arent attracted by your blood in the sense of wishing to feed - rather, they are looking for a host to lay their eggs.
The reason some people are apparently ( important qualifying word, that) more susceptible to insect bites, stings etc is probably multifactorial. There seems to be a tendency to attack a larger person/prey, which is often determined by Carbon Dioxide exhalation -larger people and pregnant women for instance tend to have more CO2 in their breath.Then there are factors like the uric acid levels on the skin, or the levels of cholesterol - and probably more than a few others as well :)
Those people exercising hard for instance - greater expiration of CO2, and exuding lactic acid as well.
And obviously, with such multifactorial triggers, it becomes much more difficult to find a single solution, such as a vaccine.
So, although some insects will suck blood, they are attracted to their targets less by sensing something in the blood, and more by chemicals on the surface - and the primary reason for biting is less to do with feeding, and more to do with egglaying.