Not a concern here until late Oct at the soonest, but def on my mind. Moved in April, so this house isn't ready to host tons of hanging pots. Time to start getting hooks up for sure.
Yeah, pill bugs are one I evict regularly by submerging pots, various little beetles. Nothing really scary, just don't belong inside.
I find so many little critters in potted plants, and I think some of them lay eggs in the pots, I know anoles do. Little toads, tree frogs, house geckos, saw a skink repotting once. Found lacewing eggs on plants several times. I'd hate to harm any of these guys, most of them work so hard to keep my plants free of pests. Most of them aren't around up north though, aside from toads/frogs and maybe praying mantis.
I'm not one to freak out about bugs much though, sitting here as we speak with a window open that doesn't have a screen. If something comes in, it's just lost, I'll put it back outside. I also feel like if I'm going to put plants outside as part of the 'habitat' in the yard, that attract various critters, I should make an effort to evict/relocate them unharmed.
That's about critters that live around plants but don't interact with them. Finding any pesties that make plants ill or deformed, that's another matter. I do what is needed (aside from chemicals) to kill those. Usually rinsing/rubbing with water, or wiping or spritzing with rubbing alcohol takes care of stuff like that. Sometimes I might decide it's easier to trim the affected part off. Maybe once every couple years I see some type of plant pest. Access to predators while outside helps with that I think.
Go with what your comfort level dictates/requires so you are able to enjoy your plants, that's the main thing. Not everyone would be happy with the same level of bug-proofing. If using a product, just read and follow the directions.