I have had good results with more expensive hammocks which are intended for backpacking. They include (1) a netting attached to the lower portion which forms a cocoon of sorts and prevents against bugs and mosquitoes and (2) a rainfly which hangs from the same cable but is not attached to the rest of the hammock and can be taken out of the way in good weather.

The brand I have had good results with is Hennessy (http://hennessyhammock.com/).

I have not done hammock shopping in a few years, so maybe there are better, and certainly cheaper, options. For example, you are unlikely to need a bug protection or rainfly if you intend to use a hammock indoors.

Good luck!