I have no problem with killing insects, though I would never do so with pesticides and stuff. Not because of the insects, but because of the veggies and the ecosystem.
I don't think I would ever seriously want to kill birds or mammals. I would come up with all kinds of physical barriers
But killing the "little pests" is not a big problem ethically*. There are billions of identical clones of them in the ecosystem, more are killed by other means in every minute than you could kill in a whole season. I can recommend some good books about ecology and insects to you if interested.
OTOH, if it's worth it (the trouble to kill insects), that's another question. It probably is not in most cases. Companion planting, planting more (to make up for the loss caused by bugs), and natural predators are methods that are often far more effective (and involve less work).