Depends on the bug. I gently put all good bugs outside (ladybug, praying mantis, and such). I squish a bad bugs (earwigs, slugs, and such). As for spiders...I run from them screaming all the way. My cats used to eat them, but now they leave them alone so they can laugh at my reaction.
I throw them outside on their little insect A**. hahahahahaha I had to say it, it made me laugh. I do place them outside, not throw. awwwwww, widdle guys, so cute.
I try to be compassionate, but when it is a bug that breeds a lot, like ants, they gotta go. If it is a lone bug, I'll try and trap and free the little guy.
I was going to start a SPCB (society for prevention of cruelty to bugs) but I could not find any donors for financial help to get started. Gassing bugs with insecticides should be considered a war crime but anyway I guess that is one way to get rid of those pesky creatures 'specially BED BUGS.
I mixed a tsp of mint extract with a pint of water and sprayed the entire house. I still had no-see-ums falling from the ceiling and I eventually figured out they come in through the light socket. So I sprayed that thickly and I have no more attacks from overhead.
I spread coffee grounds around the foundation and that seems to repel ants very nicely. Back in November I insulated the foundation and salted the ground so weeds would not grow into that dirt and make a home for ants. That is the best move I ever made. Heating costs have dropped to one third of the former amount.
Flies don't seem to care what is sprayed or where, so I bought an ultra-violet bug zapper. When I see a fly I turn it on and it eventually collects a half dozen fly carcasses. I mean in one day!
It depends what they are. Almost all are harmless to humans, few are pests in the home or garden; in fact there are more that are neutral or beneficial.
I tend to leave spiders alone even if indoors, but release almost anything else including wasps and more particularly bees, unharmed outside.
The only ones I kill are house-flies and bluebottles (disease-carriers to us though they also have a genuine ecological purpose in life); and mosquitoes (whose main role in life is to be food on the wing for birds).
It runs the gamut. Every thing from the classic flush of a toilet and away they go, to the loud smack of a shoe plummeting down upon them. I have been known to show mercy occasionally by sending them back out into the wild but its a very arbitrary and prejudicial thing. Some bugs just need to die. The others don't pay my rent so they can just get the hell out.
We have screens on all our windows and doors to keep out the mozzies and flies. But nevertheless, indoors, we have a whole ecosystem of critters. Ants, moths, silverfish and the various species of spiders that prey on them.
Once in a while, I clear out the spiderwebs before guests arrive. They're re-woven in the same places by the next morning.