This is what I was told, but happy to be corrected...
Most normal repellants are officially fine to use while pregnant - the chemical DEET is in the most effective ones but is not contraindicated during pregnancy.
Personally I preferred to use natural repellants, and now use them with my baby. You can get a good one called E'Scent from Eugene Baby Club, and Bumps to Babes has natural repellants as well. Usually the active ingredient is citronella.