Approximately 95% of insects are either harmless or are beneficial. Before reaching for the bug spray, identify the critter; then decide whether it really needs to be eradicated. Here is a guide to Texas insects: Field Guide to Texas Insects
This is another very good identification site that allows search by color and state: Insect Identification
There are good reasons to kill some bugs, but if the bug isn’t inside your house and isn’t eating your favorite plant, then you might be better off to leave them alone. Getting rid of the good bugs can upset the balance of nature. The goal is not to get rid of every bug but to control to an acceptable level of infestation. For example, Texas A&M advises to treat for grubs only if there are more than 5 or 6 in a square foot.
If you have an unacceptable level, then practice good IPM (integrated pest management), which means starting with the least harmful methods of eradication (such as hand-picking or washing away with a forceful stream of water). If that does not work, then for most common garden insects, try using an insecticidal soap. For more information, go here: http://hortipm.tamu.edu/
If you do decide to use pesticides, do so responsibly. To protect honeybees, spray at dusk after the bees have gone home. Do not spray pesticides if rain is expected. It could wash into the storm sewers and pollute your drinking water. Always follow label directions.
Fire ants are a nuisance if they are in the back yard where kids are playing, or underfoot on paths. It is not reasonable to expect to rid the world of fire ants, but control around living spaces is possible. See this link for Texas Two Step control methods: Fire Ants
Bugs can be a real challenge in vegetable gardens. Personal safety must be considered along with the looks of the vegetable. A few minor holes in vegetables may be acceptable to avoid the insecticide necessary to produce perfect squash. Remember that killing bad bugs means also killing good bugs. If you choose to use pesticides in your vegetable garden, do so cautiously. Spray after dusk to avoid killing those honeybees that are necessary for pollination of many vegetables. For a good discussion of insect control in vegetable gardens, read this:
Managing Insect and Mite Pests in Vegetable Gardens