If you live in the south and have anoles they will take care of smaller bugs. When I lived in Florida I purchased 2 Tokay Geckos for my place as I did not want to use pesticides for palmetto bugs....they work great for that but do not think they would help a garden unless you have a problem with larger bugs.....word to the wise....they bite hard, have strong jaws and refuse to let go once they have a hold.
Most pet stores will have them for around 20 bucks or so....good alternative and fun to watch scamper around the walls chasing their prey.....also neat to see them under a black light
Ladybugs are a decent solution for smaller plant dwelling pests but tend to become a hassle as they die off fairly quickly and require clean up.