I used to have the same problem to keep the insects out from my house for years. I have taken some measure and i would say now my house is almost insect free.
1. install roller mosquito net for my windows. For living rm n kitchen i do the whole panel and for bedrooms only 2 panel each coz most of the time we on aircon so dun need to open all the windows. To save cost i DIY my bathroom window with mosquito net bought from homefix . i just use masking tape to tape all the around it.
2. I change my rubbish chute to those magnet type ( i have search in the market 4 very long this is the only one tat gurantee tat no insect can crawl through when rubbish chute is close if not $ back) the rubbish chute is more ex then usual type. Or a cheaper way just tape the gap surround the rubbish chute. My old chute tat i used only for 2 years used to have baby roaches crawling out fr the gap n after i use tape i found those stuck to the tape.
3. I bought the door flap that u stick at the bottom of your main door fr DIY shop. The flap helps to keep out big lizards but baby lizard still able to make their way in so i used those lizards insecticide to spay ard my door.
4. i plug in those anti pest ... well i dun know wat is that call but it suppose to produce some sound that is not audible to human n pets tat make insects very uncomfortable to stay. it help to keep ants away from my kitchen.
I have used the above method n my house is somehow quite insect free but not 100%. i amstill looking for way to insect proof my main door, any idea ?