I just posted this in another thread but I'll post it here too.

Take your time! Don't dash off into the swamp.

Build a base within sight of a swamp, then hover around and watch.

The creatures spawn in the same places (they do wander from there).

Use a bow and snipe them till they are gone, they take awhile to respawn.
When they are gone move into their area and plop down a workbench. That will stop them from spawning there and then you can feel safer moving into the area and then repeat.

Don't splash around in the water as that attracts the leeches.They can't get you if you are not in the water, so use the hoe to spread the land over the water and make a nice path to follow. Place a standing torch here and there to mark your paths.

Watch out for blobs as they can hop pretty far and be on you quick.
Keep your eyes open at all times and specially behind you.