I second lemongrass. I have a small 3 oz spray bottle (like a mini hair spray bottle) with mostly distilled water, plus about 10 drops of lemongrass and 10 drops of eucalyptus. Both are said to be good deterrents, and it works well for us. shake it well each time before you spray.
Like PP said, you do have to re-apply more often, but it smells good, and even works for DH who is usually the feast for mosquitos each summer! so much better than walking around smelling like a chemical factory.
other EOs that work are Rosemary and Sage I think. Some people keep rosemary plants on porches to deter unwanted flying pests, though I havent tried it so cant vouch for efficacy..
The babymoon isn't over! Our long awaited A born 7/18/10, making us laugh and smile every day.