I use in order... (building up in intensity!)
1) Keeping the garden clean and clear of extra debris, weeded, and the soil cultivated. This discourages cutworms, and can disrupt the lifecycle of some pests.
2) Keeping plants well nourished and properly watered. Healthy plants have a much better defense system against pests.
3) Encourage natural pests - such as lady bugs and praying mantis. I leave my friends alone.
4) Hand picking larger bugs and destroying them. I will also pull off leaves that have eggs on the underside of them and destroy them too.
5) If things get out of hand, I will use insecticidal soap. I have also been known to just sacrifice a plant - rather than keep fighting it.