Honestly, the best thing you can do is cover up as soon as it gets to dusk and stay that way until the sun has come up properly. Make sure you sleep under a mozzie net too (I tend to sleep less covered, and just make sure the net isn't touching me).
DH is from a malaria country, and even though it is hot during the wet season when the mozzies are out in force, I wear long linen / lighweight trousers, socks (and shoes) and long sleeved tops (typically cotton).
I normally spray my clothes with Lifesystem's Expedition 100+ DEET (95% DEET with natural pyrethroids which work as a bite inhibitor if something does land on you - the DEET doesn't seep through the clothes onto your skin IME) and then I use Lifesystem Expedition 50+ (50% DEET and the bite inhibitor) on my ankles, wrists, neck and face. I generally don't like DEET, hence why I use as little as possible on my skin and prefer to cover up.
However the last time I went, Lifesystem's have brought out a fabric spray called EX4 which is permethrin based rather than DEET based, and I used this rather than the Expedition 100+ on my clothes. I found it effective, but I wasn't there in the height of the wet season, so don't know how it compares properly. Lifesystems also do a non DEET repellent which has the natural pyrethroids to inhibit bites, they do two strengths - Natural 30+ and Natural 40+. I haven't used the non DEET stuff as I haven't been there whilst pregnant, but the bite inhibitor stuff does work IME.
I proof my mozzie net prior to going with Lifesystems EX8 net treatment, this is permethrin also and it kills any bug which comes into contact with it (so is slightly stronger than the EX4).
I have to say I have never been bitten by anything using this approach in all our visits in the last 10 yrs or so. However, I do smell awful and look a tad ridiculous being fully covered, but then I am not swatting at mozzies all night - swings and roundabouts. 