Recently we've found bed bugs in my place, harmless except for the red spots of irritation on hands and arms after they've vampired you at night. But there is a way to kill them without chemicals, it's micro-organisms that eat bugs, that's how these micro's survive, so I didn't feel bad getting rid of these nuisances in a completely natural way. Of course you can't eat the micro-organisms either or you'll get sick for a few hours but that's easy, you just don't lick the floor! LOL
I don't feel too bad about killing most insects because I know they don't feel pain the same way we do (you could say "at all" but there is the chance of some sort of emotional stress/pain). But there are some insects, like some types of moths or black ants, that I like to watch, and would feel bad killing.
I hate wasps with all the dark side of my heart and have no problem frying them to death with the bug zapper thing that looks like a tennis racquet. I usually catch spiders with a glass and have someone throw them outside (because I'm scared of them), but if there are no glasses handy, or the spider is in front of the glass cabinet, then I throw shoes at it until it's dead or crippled, the slap it a few more times with the shoe for good measure...
If I see a woodlouse or silverfish in the house, I generally just let them be. I don't even bother catching them and throwing them out.
Yup...i do. Even those roaches i hate (like, really hate). I never feel any kind of pleasure taking a life away. (But i must admit that smashing mosquitos does not give that TAHT much remorse...especially if they had drained my blood already)