Expect leaf damage, but don't let it drive you crazy. Some insects, such as leafminer, will make the leaves look awful, but they will not affect fruit yields. One of the reasons we grow our own food is to have some control over what chemicals go on it. It's best to avoid heavy doses of pesticides. Use commercial insecticidal sprays as a last resort.
Beneficial insects are a good first line of defense.
Ladybugs control aphids, mealybug, scale and other sucking insects. Praying mantis control larger insects such as grasshoppers, beetles and other chewing pests. Parasitic wasps lay eggs on caterpillars, such as tomato hornworm and other larvae. Give the good guys a few days to start working on the bad guys before you panic. Now, let's get more specific.