A folding 10-power hand lens will help you tell the good bugs from the bad, and keep tabs on who's winning.
To create a welcoming habitat for your insect helpers, first you need to know something about them. A good way to start is to grab a hand lens and a picture book of insects and take a rough census of your resident population. If you've avoided using pesticides and have a variety of plants growing, you may find many allies already present. The ones you're most likely to see include lady beetles, ground beetles, lacewings, hover flies, a couple of true bugs, and a few tiny wasps. These can be divided into two groups: those that eat their prey directly (predators) and those that deposit their eggs on or into their host (parasitoids).
Beetles—The two kinds of beetle that are most helpful are lady beetles (a.k.a. ladybugs) and ground beetles, both predators.
Lady beetles—Lady beetles prey on aphids and other soft-bodied insects. The adults will eat as many as 50 aphids per day. If you have enough aphids, and the beetles stick around long enough to lay eggs, each hatched larva will eat some 400 aphids before entering its pupal stage. There are many species of lady beetle that attack many different prey. The adults are independent, flighty creatures. If you buy some at the garden center and release them into your garden, be prepared to watch most of them fly away to your neighbor's yard. Those that stay, though, will be a big help.