Vacuuming is the best way to collect errant insects once inside. Although any 'bug' in a home can be unpleasant, keep the situation in perspective. Most nuisance invaders are temporary and non-damaging. Boxelder bugs and elm leaf beetles won't feed on the furnishings, bite the kids, or eat the house plants. Ultimately, they move outdoors or die without reproducing.
Nuisance pests are widespread in Colorado.
Their presence in a home does not reflect on your housekeeping. It's not your fault they decided to move in with you. Photograph courtesy of University of California Statewide Integrated Pest Management Project.