We certainly understand that many gardeners become anxious when they see pests on their plants and want to react decisively when they see their plants damaged. And insects, even those that eat your plants, are a crucial part of that system. When you see insects in your garden, take some time to really watch what they're doing.
Many plants can outgrow minor damage.
Also, in many cases, insects attack stressed out plants. The best defenses against insect attack are preventative measures. Grow plants suited to the site and they'll be less stressed out. Don't let them be too wet, too dry or too shaded. Design a diverse garden, so that pests of a particular plant won't decimate an entire section of the garden.