I use an oatmeal based shampoo on my pup. It's supposed to only keep fleas and ticks at bay, but I've noticed that it has worked on ALL biting insects. There had been something biting his underside (left these little infected bites).
The stuff I bought is called Sergeant's Skip-Flea & Tick. You'd have to do a bath every 10 days if you wanted to use just the shampoo though. One I bought has a Hawaiian Ginger scent. XD