You need to weigh the dangers of something like Lyme Disease against the dangers of using a bug repellent. Personally, I think in this area, Lyme Disease is the bigger danger. But do some research to decide what you are comfortable with (including calling your OB).
If you decide on using bug repellent, something with DEET or Picaridin is the most effective. Most of the "natural" stuff isn't good for more than 10 minutes, or, as in the case of Oil of Eucalyptus, can be truly dangerous to you.
You can use physical barriers, too. There are pics in the document below. Long pants and sleeves, pants legs tucked into socks, etc.
http://www.ct.gov/caes/lib/caes/documents/publications/fact_sheets/tickbiteprevention05.pdf