As a green gardener, I always try to encourage people to deal with their garden pests in an environmentally friendly way.
I list many organic pest control methods in this post, Organic Pest Control Methods Explained.
But the first step in controlling insects in the garden is to identify what sort of critter you are dealing with in the first place.
Here's a great little video that I found on the University of Maryland Grow It Eat It website. It's very information and I really like the bug guy.