Folks who like the taste of cigars may find some relief by sitting in the middle of a cloud of cigar smoke. Any smoke will help keep bugs away, and cigar smoke seems to be more effective than most other smokes. But the big question on this one is whether the cigar smoke or the DEET is more hazardous to your health.
There is a long history of using garlic and other herbs to get rid of many insects. Garlic in particular has a reputation for protecting people from mosquito bites, which may have been the origin of the belief that vampires are scared of garlic. There are a number of commercial garlic sprays on the market, but depending on the mosquito species you are fighting (and your body chemistry), these may or may not produce a significant mosquito barrier on your skin.