I'm by no means an expert on garden pests. The main reason for this is that I faint easily at the sight of all things disgusting and most insects, esp the wormy ones, freak me out.
Basically, I just don't like to think about them, so therefore I remain fairly ignorant.
However, it is my duty to at least be familiar with the common ones. Slugs, snails, cutworms, rootweevils, spidermites etc. Imagine if you were only two feet tall and immobilized by a complex root system as some befanged, multiple-legged monstrous vermin approached you in the night and doomed you to a death by a thousand tiny bites...
I've always encouraged my clients to be philosophical about bug damage. There will always be bug damage. Even after Armageddon there will be bug damage.
Select your battles wisely: If you buy the same plant year after year and you (mystically!) are beset by the same bug eating that same plant, might I suggest a different plant for no other reason than for the sake of my sanity! If the cutworms are eating your petunias than buy some lantana, or some verbena. If you have to have those same petunias year after year you may be in a rut anyhow. Get to the nursery right as they get the first flush of annuals so that you have a variety to chose from and let yourself be a little more creative...
Deal with a few missing blooms: Are you going to kill yourself because you wake up with a pimple? Gardens don't need to look a Sunset catalog. You don't need to be perfect and neither does your garden. Besides, I, the consummate perfectionist, have studied these so called perfect gardens and I have found plenty of weeds and scraggly looking perennials in many of their photos.
Go all out if you choose to fight the battle: Just spraying some pesticide here no there? (whether "organic" or "toxic") Do it right. Finish your antibiotics, as they say. Spray and keep spraying so that you actually kill the beasts and get some satisfaction out of dousing your plant with chemicals. Non-toxic products contain chemicals too you know. Ever get Neem oil in your eye? They aren't made out of pixie dust and angel's tears.
Select tried and true hardy plants:
Every now and then I get really attached to a high drama, needy plant that requires constant attention. (Although I have to admit, I usually reach a critical breaking point with these Primadonnas after they piss me off one to many times). After a while, dragging that bougainvilla and that datura into the garage every winter or picking diseased leaves off your hybrid tea one by one as it snags and punctures you, you start to really appreciate those hardy, easy, loyal friends that take a winter beating, a little neglect and then some. Beginning gardeners often fall victim to a pretty face in the nursery and then wonder why it stabs you in the back after you take it home. Go for the nice, cute guy with glasses sitting in the corner girls...
Oh, right, I was supposed to talk about bugs. How easily I digress. Try and figure out what kind of bug you have before you assault them. One bug may know Jujitsu, another may be swinging a baseball bat. Lift up dead leaves and watch the earwigs scatter. Follow the slime trail to the slugs resting spot. A great book for pest/disease id is the Sunset Gardening's book of Problem Solver. It has really good, gross photos and detailed information on what your problem is and how to solve it if you can bear the grisly pictures...