although i voted a long time ago, i like the way this thread is heading.
my worst pest was scarid flies when i was growing seedlings. when they first developed, i tried hit and miss chemicals, including orthene, which just made them even more prolific. when i realized i was going to lose some entire seed trays, i got serious and found a powder form of bacillus thuringensis, var. israeliensis, called gnatrol. you have to drench the pots every 3- 4 days and in a couple weeks, the gnats will be gone. it is a safe biological control. i did try mosquito dunks first, i couldn't seem to get the concentration needed to work. the powder was very effective, flies totally eliminated after a month.
http://www.amazon.com/Valent-Gnatrol-WD ... B003E7BGTU
the next problem i noticed was thrips. they seem to love pereskiopsis leaves, and i had over 100 pereskiopsis grafts mildly infested. i was able to go over my graft collection daily with a cotton swab soaked in methanol which i was able to collect and the smash the momentarily alcohol addled thrips with my finger. (i saw they will recover after the alcohol evaporates.) there are immature forms that look white or clear you have to look for also. after awhile, you won't see anymore, and then you can check once a week or so. i think they left my seed pots alone (except for 2) as they must really be attracted to the succulent pereiskiopsis leaves. it may be beneficial to grow a stand of pereiskiopsis just to attract them away from your other plants. there must be even better plants that could be used as magnets for pests and used as biological controls in this respect.
now don't hate me, but i have grown most from seed and have not seen a mealybug yet. they must come in with new plants unless you live somewhere mealy's occur naturally. i also have large pots and planter boxes for landscape accents that are outside for summer, so far no bugs and they are from the 1980 era.
as to red spidermite, i do notice an ongoing infestation on some euph. millii, the leaves get yellow spotted, but since the plants lose most of their leaves now anyway, i just keep them separate from the rest. when they go back out in spring, the mites all but disappear as they have to compete with the rest of nature. and some blasts from the waterhose.
what i will suggest is your growing conditions and the type of plant has a lot to do with what may be your worst pest. if your collection is "manageable", you may be able to pick them off yourself. not a chore but a chance at "quality time"!