A bug isn't going to get within spitting distance of a 400w MH bulb. It's simply too hot for them while it's on, and bugs aren't attracted to it when it's off.

You might attract bugs to the garden though. I use flypaper to control them and change it when it gets fuzzy with little black flies. I also allow spiders in the grow room and introduce ladybugs if I have to. Those critters really work out on the insects! There are chemical solutions to the problem too, but I don't want to be sucking up insecticide with my smoke -- I started growing because of paraquat rumors back in the 70s.

Prevent bugs in the garden by NEVER going straight from anyone else's grow area to yours, and vice-versa. If you share clones with someone else, isolate them from your area for 4-6 weeks to allow any bugs to hatch out of the soil or hatch out of the plants themselves. I don't think I've ever had bugs that I couldn't trace back to someone else's grow operation. Mostly those tiny black flies, although I've had mites too.