|Painted lady butterfly, photo by Gary Kramer @USDA-NRCS
Your yard is crawling with insects and this is a good thing. Most insects are natural residents of your ecological address and are beneficial in some way. If you're only bothered by natural pests (such as aphids, relax. Chances are there is a natural insect predator eager to eat.
As with the other wildlife in your yard, use field guides and other resources try to identify the species that share this area with you. The diversity in the insect world is amazing and exciting. It is estimated that insects make up 80% of the creatures in the animal kingdom, but that only about 15% of those insects have currently been collected and described!
Audubon At Home
Information on some lesser-known "good bugs"
An abundance of excellent information about all animals
The How’s and Whys of Insect Study
Information on Insecta