Couple of hints from someone who lives in a crapshack down under.
Door stoppers (those rubber flaps that go on the bottom of the door) do a great job of stopping a lot of the crawlies from getting through, although they suck on carpet floors. Flyscreens are absolutely crucial (also will slow down anybody dumb enough to invade a house through your window). If you have mice/rats like I've had, remember to set traps and bait far away from your room, as dead mice/rats can bring more crawlies.
Do a once over of your room to find any:
- Holes that creatures could potentially enter through (ant holes are difficult, focus on cracks on the wall)
- Old food/rubbish or any weird substances with odour (obviously attracts bugs; should put in sister's room for entertainment)
- Any bugs already living in your room (Up until a few days ago, I had some spiders and a hella massive fly hiding in my room's closet)
- Bags that are hiding things in their depths (dig deep; there's usually room under the seams of the bag which fill up with crumbs and junk)
It'd also be a wise idea to wash your sheets and clothes regularly, as all manner of things can attach themselves over the week. Vacuum your room at least once a month, especially if you have carpet. Don't allow pets into your room. If super paranoid, you might want to remove all the objects/sleeping stuff in your room, and then give it a quick once-over with bug spray to kill anything you can't see. If you can, try and reduce the amount of dark areas in your room by shifting objects around, and ABSOLUTELY leave your blinds open all day so that plenty of sun light enters your room.
A pest exterminator should be called every 6 months so they can do an inspection and some basic sprays which should reduce the amount of bugs around. Make sure if you have an attic or basement that they are also checked and kept clean routinely. If you have ventilation space in your house, make sure it's easy to access; rats love to crawl around and die up in that space, and they're a real loving pain to remove. If your house is made out of wood, make sure you get it checked out regularly so you don't have a problem with termites.
Flamethrowers are excessive, although a deodorant can with lighter can be useful if you're dealing with an Australian Redback.
Just like dealing with burglars; it's all about making your room unattractive to bugs. They want to survive, so they'll look for places that suit them (usually dark with food and not a lot of activity).
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If you do see a bug:
1) Stay calm.
2) If necessary, grab an appropriate weapon and swiftly kill it. Newspaper rolls/shoes usually do a much better/faster job than bug sprays, and are much safer for your breathing.
3) Collect the bug on a stick, in some newspaper or whatever and move it outside.
4) Proceed to brag on Facebook about how much of a champ you are.