We initially started with the bins in the laundry room because I ordered got started in January.

The worms I ordered arrived basically frozen and I was worried about them. They did fine and I never dealt with any serious bugs. Once the weather warmed up, I put them all outside on the back porch where they never got direct sun.
Later on, as I expanded my operation, I moved all the bins out to the barn and that's still where I do most of my bins. I have a room that is loaded up with bins most of the time.
Other than pillbugs I've never had any bugs in my bins that I can remember. Just make sure you use lots and lots and lots (And lots) of cardboard.