If insects are indoors you can sweep or use a vacuum to capture and dispose of them. Insects that have gained access to wall and attics will search for openings in ceiling fixtures, around window casings and electrical outlets as a way of getting into the living space. Sealing or taping these openings can reduce the nuisance problem but dead insects in wall voids can be a source of carpet and larder beetles that will feed on the high protein bodies. Fly light traps can be used in the voids of false ceilings to help reduce flying insect numbers. The use of insect bombs only kills the insects that are exposed and will not solve the problem in wall voids or attics.
Sonic devices are worthless against insects.
Professional pest control companies have a larger number of chemicals to use than the homeowner and technicians should have a good understanding of the problem. For most nuisance insects, timing is critical and best control is achieved before the insects get inside. Most problems can be controlled with one properly timed application so there is not a need to get involved in a long-term contract. Many companies also will help pest proof the home for a fee.