I've never lived where I needed to concern myself about anything really all that dangerous. I have hornets (yellow jacket?) chew into the house, and brought in bedbugs. I got an exterminator for both.
I will say that I have learned to keep a cleaner house, and used deterrents. I really don't anything but spiders and an occasional centipede in this house. No problems.
Infestations are a whole other problem and I would hope everyone here understands the difference between catch and release the strays and having insects that will multiply to the extent of taking over, either wanting to feed on your family, or house. Bedbugs, the bad kind of cockroaches (I think they're different varieties), lice, fleas, termites, carpenter ants and anything that would nest in your home and cause damage. It's simply that deterrents don't work on infestations, and they can destroy so much you've built up and/or harm you, and it often ends up with far more kills if you don't get it in check right away