For mosquitoes, use natural citronella spray.
For other bugs, definitely use a natural repellant or pest control in your house.
From a moral/philosophical standpoint, if you had to choose between a bug and your health, your health saved is more valuable to the world as a whole, as more has been invested into your life and can come of your life than the bug's.
I know one prominent vegan author who told me said he'd rather save a dog than a human from an oncoming train, but I think this is a little extreme. But that works for his worldview. Sometimes extremes of perspective or actions balance out that of humanity as a whole right now?
For any other bugs, get your housekeeper to capture them and put them outside (the Buddhist way!)
