They are different insects, though of the same order (Diptera). Flies do not need blood to form their eggs, though some species feed on blood (like the tsetse fly). read more
As verbs the difference between mosquito and fly is that mosquito is to fly close to the ground, seemingly without a course while fly is to travel through the air, another gas or a vacuum, without being in contact with a grounded surface or fly can be (baseball) to hit a fly ball; to hit a fly ball that is caught for an out compare ground (verb) and line (verb). read more
Sand flies and mosquitoes are non-venomous insects that bite to obtain blood protein. In most cases their bites are harmless, but sometimes mosquitoes and sand flies carry and spread disease. While both bites produce an itchy welt, there are a few distinct differences between mosquito and sand fly bites. read more