Even managed to find a small guest in the place (a spider) and get him onto an envelop and transfer him to the outside windowsill. I watched him run off and down the end of the sill, so he's out of my place now. Some bugs always find a quick end in my place (wasps, hornets, centipedes) but I try to save spiders, as they get rid of other pests. As long as they aren't too big/fast, I will catch them and put them out.
I leave spiders alone unless they're really big, which they're usually not. I just watched a small one crawl across my bathtub.
Wasps, hornets and bees I would try to let out if I could do it safely (if they were up against a window and I could just open it or something). Centipedes gross me out too much to do anything about them. I just watch in horror as they crawl away to wherever they're going next.
The other night I found a Junebug trapped inside a window. My son grabbed it and put it outside.
At least in Minnesota we don't really have cockroaches. Don't get me started on the cockroaches in New Orleans. I'll say only this: Some people keep geckos roaming free in their homes specifically to eat the cockroaches. That seems like an OK idea if you don't mind the thought of going into your dark bathroom some night, reaching for the light switch, and having your hand come down on a gecko.
A few months ago the
New Yorker ran a terrifying story about stinkbugs. It began with this couple who went into their bedroom one night and found every single surface covered with stinkbugs. Apparently they're invading the entire country. Hopefully the "every single surface" scenario will be a rarity.
Then of course there's my other bug terror ... bedbugs.
Mosquitoes I kill with a clean conscience. That's just self defense.