I personally think they are here for more food for bats, frogs, and birds to eat. (altough I don't see why they don't have enough bugs already to chomp on)
However, you could rephrase the original question as "what role in the ecosystem do mosquitoes play?" It has a much more complex answer, too, because organisms can either play a supporting role, exist coincidentally, or be in direct competition with others in the same ecosystem. For example, the female mosquito can be a host to the tropical blood-borne parasites plasmodium, which causes malaria.
You would think that animals do have enough bugs to chomp on but nooo they have to have mosquitoes too. I think they are just here to annoy us just like flies.