Prevention is the best first step. Go online and look for photos of the most common indoor plant pests - spider mites, mealybugs, scale insects, fungus gnats and aphids. That will help you identify any pests BEFORE you acquire a plant.
Pest-free plants will usually stay that way if they are properly cared for and not stressed due to improper light or watering. Plant pests are relatively rare on plants that come from good sources and are well maintained. So don't make yourself crazy with worry about them. They can be treated safely and effectively, especially when caught early.