Information on getting better responses
Just some general information that may help you get a better answer.
The first thing to do with any pest problem is to figure out what you're dealing with.
A detailed description of insects is not as useful as where it was found and what the circumstances of finding it were.
Taking a specimen or two to get an identification is better than trying to describe it to us. The best places to get an identification are your local university's biology dept. your county Agricultural Extension Service office(in the States), or a reputable exterminator.
The secret to being pest free, as with so much else, is prevention. This includes making sure they can't get in, making sure you're not attracting them, and sometimes trying to draw them away.
Sometimes your best, and cheapest, bet will be to hire a professional exterminator.
Sometimes you can do it yourself.
There is a reason Discovery channel's pilot episode for "Dirty Jobs" was Exterminator.
Mods, any way to make this a sticky?