Swallows are protected by the same Migratory Bird Treaty Act. It is illegal to disturb their nests, awkward as they are when they choose an inconvenient site. When we don't want a nest over a doorway they desire for Home Sweet Home, a narrow piece of clear plastic tacked over the forbidden zone is enough to deter them.
We also have provided numerous better nesting sites, with one notable exception. We encourage the barn swallows who nest on top of the wreath on our 1800s Bible and Cross door. We love hosting them each year, and they have made a dramatic reduction in the mosquito population, as you mention above.