One solution is to give the plants a "bath" before moving them indoors. On a warm day in early fall hose the plants off with water then spray with insecticidal soap, wait 30 minutes then rinse with water. Allow the plants to dry completely. This procedure will also remove any dirt, aphids and spider mites that you also don't want to take indoors. If you have time, tip the plants out of their pots and check for slugs hiding around the pot's drain holes.
Small greenhouses are an ideal solution for protecting non-hardy plants during winter. Even if the greenhouse is unheated the enclosure will protect many plants from the harsher winter extremes. This, of course, depends on the climate, and plants involved, and will require some experimentation.
Other "uninvited houseguests", not associated wth moving potted plants around, include cluster flies, boxelder bugs and Harmonia lady beetles. See these individual pages for more information.