Most pesticides have almost no residual meaning you need to spray the pest for it to be affective. Best thing is to know what you're trying to avoids then take measures at the appropriate time in the insects life cycle. For example if you're trying to keep Jap beetles at bay it's better to treat your soil well before they're adults because the grubs are easier to kill. So if you kill pests in their larvae stage you won't have them later.
Predator insects can be brought online and for every pest you have there's a predator that will do the work for you. Plus you avoid having to spray petro chemicals. When they're done eating the bad guys they just fly away. There's even predator mites that work on insect larvae in your soil.
If you feel like spraying use insecticidal soap. Or mix up 1tsp/gal dish soap. All insects breath through their skin so if you clog up their apparatice they'll die. Remember insect babies by and large are much easier to kill than adults. And you can use a less potent insecticide for the job. But you need to keep an eye out and know when to spray the newly hatched babies. It's all about IPM. know what you're spraying, their life cycle and the best timing to apply.