They are not as pretty as the adults, but they have only one purpose in life, and that is to eat as many aphids as they can. If you really feel that you must spray then do so when it is almost dark so you will kill as few bees as possible, and use an insecticide that is specific to the pest, e.g. one that kills aphids only. If you are a bird lover you may wish to forgo spraying for two very simple reasons. Many garden birds eat insects. Even those cute little blue tits that entertain you with their acrobatics around the bird table feed their young largely on insects.
Most insecticides contain nerve poisons.
The same poisons that work on the insects will damage bird nerves the same way if enough of the poison is eaten. They will also damage human nerves too, think of Gulf War Syndrome. So even if you don't like insects, think of the birds, your dog, hedgehogs, frogs. And if that is not enough think of yourself and all your own little neurotransmitters firing off around your body. If there are no insects in your garden you won't attract insect eating birds.