I have used a couple that are quite effective. The actual studies I've read comparing some of the more common "natural" repellents showed that most of them are not effective, like citronella, Skin So Soft, etc., but a few stood out.
After DEET melted the plastic lens cap on my camera years ago,I decided to look for alternatives. I am the poster child for mosquito bites, and the designated mosquito magnet on any trip – untreated,I can be covered in welts when nobody else is getting bit, so I need something that works. I do use woven nylon shirts and pants for most of my body, but still need something for my exposed skin.
The first one I used, many years back, is called Bite Blocker – it worked for me in the Sierra and on an Alaskan trip towards the end of mosquito season, so I could see that there were still plenty of them around but I didn't get many bites. Then I read the study results, which rated Bite Blocker second among the non-DEET ones tested, and rated 30% lemon oil of eucalyptus higher, on a par with lower concentrations of DEET. I switched to that and found it worked quite well for me. More recently I read about studies with a newer product called Bio UD, which actually worked longer between applications than DEET, so I picked up some of that but last year on my trips there were no bugs to speak of. I'm expecting it to work well based on what I'm've read, though.
Hope this helps.