In reply to mlmatt: When it's sunny, muggy and no wind, then go as high as possible to climb. When the midgies are rife, forget Avon stuff (it's crap unless you're dealing with soft, southern midgies, or just small numbers of midgies)
If there are large swarms of them (aka NW Scotland stylee) then DEET will stop them biting for a short amount of time, as will Autan. A midge net is a must, as is covering up.
If you're camping, choose a spot away from trees, lochs or boggy spots. Camping on a beach with a breeze can help as can camping on high ground. Again, a net is a must. If you need to leave your tent to do stuff, then walking about whilst you do whatever you have to do keeps them away. If you're going for the toilet, then net up, deet on and just suffer.