Anything that isn't a fly or a roach is left to its own devices, unless it crawls too near my wife, who's bug-phobic after living in a roach-y apartment in Philly.
Flies either get the swatter, or if there are several of them I get out the vacuum, put on the hose attachment and *schwoop!* It works pretty well because once you get the hose close enough that they figure it's time to fly away, the suction does an even better job at pulling them out of the air.
Roaches. Ugh. It used to be the old boot followed by paper towel. Once however, we caught one on a table under a cup. We couldn't figure out how to be sure we squished it if we lifted the cup (I could hear the legs working in there.) So, we slid a piece of paper under it, flipped it over and put it in the microwave. It was all we could think of. It was also very late at night. Abe, her roomate said that if he didn't know that was a roach, he'd probably want to eat it based on the smell of cooking.