There are two kinds, dwarf mosquitofish (Heterandria formosa) and regular Eastern or Western mosquitofish, Gambusia affinis/holbrooki. The dwarves are fine, in fact rather delicate, and need to be kept in a quiet tank, preferably on their own. The regular kind are very aggressive and hyperactive fish. That's why they're a pest where they have been introduced (ostensibly to combat Malaria).
Cheers,
Neale
I've never kept these, but I have heard that they can be really aggressive, so you might want to watch your guppies.