At the time of my visit in 2009 in Nea Moudania, chordes of mosquitos were ravaging the holiday makers (and the locals too). These were some of the brightest mosquitos I have ever encountered in my life, since they were not stupid enough to buzz in your ears but clever to come and bite from your knees down to your feet. Make sure you have some mosquito protection of any kind ranging from mosquito spray around your table, then mosquito spray for your feet and mosquito spray for after you have been (eventually) bitten. You have been warned!
Probably all the Greeks from Thessaloniki which have means of locomotion leave their city in the weekend and starting from Friday afternoon they begin pouring towards all kinds of places in Halkidiki. The highway from Thessaloniki is very crowded and after Nea Moudania when you switch to a road with two lanes they drive pretty fast and aggresive. I don't mind it because I am used to it in my own country, but it is better to be very careful. The are a lot of motocyclists as well.
Also I have experienced traffic jams on late Sunday night so I would not reccomend driving at that time.
Naked-bathe (FKK) is only at the places intended for it. Staying in wild tents overnight at the beaches is not permitted. Drug possession and - trade hard punished, also with small quantities. In addition the possession and the use of defense sprays are forbidden. A photographing prohibition exists for military plants and important civilian plants (airports, ports).
Don't leave your balcony door open at night when you have the lights on or you will regret it, as lots of mosquitos will get in.
The best is to use some anti mosquito lotion and I was told by a Greek to drink green tea, as she says that keeps them away.