Seal any cracks, crevices or other openings that could serve as an entrance for insects or mice. For mice, obviously the opening needs to be big enough for them to fit through, but for insects, much smaller openings can serve as a path into the home. Err on the side of caution, and use caulk to seal openings of any size.
Install tight-fitting screens on all windows. This is an important step in denying insects entry into your home. Install screens on any windows that do not have them already; on those that have screens, inspect them for any holes and replace those that are damaged.
Practice good sanitation outside of your home. Regularly inspect and clean wood piles, leaf and grass debris, outdoor furniture, or any other possible habitation sites near the outside of your home. Insects and mice tend to avoid human contact whenever they can, so the more people disturb and clean their favored habitation sites, the more these pests will be compelled to find other areas with fewer disturbances.