Replace your exterior lights with yellow bug lights. Insects perceive light along the yellow spectrum less than they do light in the blue spectrum. As a result, they are less drawn to yellow lights. If there are fewer insects swarming outside your home, they are less likely to enter your home when someone enters or exits.
Move your lighting away from your home by using flood lights or post-mounted lights instead of a porch light. Insects will go where the light is. So if you place your exterior lights around the perimeter of your home instead of near doors and windows, the insects will not be drawn to areas where they can enter your home easily.
Install a shield over a porch light so that it shines downward instead of outward. An insect is less likely to be drawn to a home if the light is less visible.
Close blinds and curtains at night so that insects will not be drawn to your windows. Many insects find their way into a home through cracks around a window. If an insect is not drawn to the window, it will not find it's way into a home through these cracks.
Replace damaged or torn window screens so that insects cannot creep through them into a home.
Fill in cracks around windows, door trim and behind the face places of electrical outlets with silicone caulk. This will not only keep insects out of your home, but will also make your home more energy efficient by blocking methods by which warm air can escape.