I personally advise that you wear a long sleeve T shirt and a pair of jeans. This should protect from direct sunlight and to mosquitoes too, to certain extent. Tight knit socks too if possible to keep the leeches out. Be sure to tuck your pants into the socks. You can also get a pair of Leech Proof Socks from our local MNS (Malaysian Nature Society, Kuala Lumpur, Malaysia) A hat would be a good idea as well. You might also want to bring a small towel.
I use OFF, which contains DEET - N,N-Diethyl-meta-toluamide, (abbreviated DEET). It is the most common active ingredient in insect repellents. After applying any chemical based repellent, make sure you clean/wipe your hands before handling your camera. As mentioned on Wikipedia: DEET is an effective solvent, and may dissolve some plastics, rayon, spandex, other synthetic fabrics, leather, and painted or varnished surfaces including nailpolish.
Better be safe than sorry:)
BTW, if you find a leech (or two) on any part of your body, helping itself on all-you-can-drink buffet, try not to yank it off as it will create bigger wound. Just put a bit of OFF on the leech and it will let go immediately.
If you prefer a non chemical based repellent, you can look at Mosi Guard which contains only natural ingredient. The active ingredient of Mosi-guard is Citriodol, a naturally occurring extract of lemon eucalyptus oil.
Yes, after all the money you have invested in your macro gears, you do not want them to get wet, do you? :D. Always carry a light weight raincoat with you. I have one in my shoulder bag at all times!
Yes, it gets really hot out there and of course you will sweat a lot. Carry at least 500ml of drinking water with you and take a sip from time to time. It's important to rehydrate yourself periodically.
You can check out other stuff i bring for my macro outing here.
Please also check out non technical Tips on getting sharper images