Third, you can add beneficial insects and other organisms to your environment. Adding ladybugs to gardens has been a natural remedy for years: ladybugs just love aphids, and will eat them before the tiny insects can ruin your growing plants. (Some people go so far as to add a gecko or two to their homes; geckos eat cockroaches, and will help keep an infestation under control; you'd have to make up your mind if you really want to live in the same house or apartment with a couple free ranging lizards. If you have small boys, chances are they'll be thrilled!)
Finally, if all else fails, there are compounds, safe to humans with normal use, but deadly to pests, that will eliminate some insects for good. To rid your home of cockroaches, for instance, put containers of boric acid behind counters, in the backs of cupboards, in shelves, and other areas that cockroaches frequent; they'll eat the boric acid and return to their nests, carrying more boric acid with them; the boric acid will kill them and the other inhabitants of their nests. (Make sure you keep the boric acids away from children and pets.)