Creepy-Crawlies
Insects are vital to any garden - they pollinate your plants, provide food for birds and they also eat other insects themselves too. For example, plant-eating aphids and blackfly are a much-loved snack for ladybirds.
Here's a little bit about some of the insects you should encourage into your garden:
Hoverflies
Hoverflies are great for getting rid of aphids - the hoverfly larvae eat a huge amount of aphids (even more than the ladybird). The poached eggplant (Limnanthes douglasii) is a great plant to attract them, as are yellow flowers such as broom, knapweed and yarrow, which adult hoverflies home in on. Most flowers which attract bees also encourage hoverflies.
Wasps
Believe it or not, despite a negative reputation, there is something good about wasps - they eat pest insects in your vegatable garden! So they should be seen as our friends really... Wasps can be encouraged into your garden by leaving dead or rotting wood lying around for them to make their nests, or by planting the same sorts of flowers as you would to attract the hoverfly. 
Bees
Bees need a continuous supply of pollen and nectar to survive, and sadly they are under threat due a lack of native wildflowers. You can help them by growing lots of different plants that flower at differing times, ensuring that your garden has different sources of pollen for as long as possible.
Bumblebees
Bumblebees don't make honey and may well be more valuable to gardeners as they can fly in colder conditions and therefore pollinate plants earlier in the year. Bumblebees need early spring flowers (like aubretia, bluebells, dandelions, wallflowers and berberis), and during summer they prefer flowers such as cotoneaster, michaelmas daisy, raspberry, thistle, lavender, jasmine, bramble flowers, thyme and rhododendron.
Spiders
Spiders catch flying insects in their webs (have a close look next time you see a web!) and so are a great help to the wildlife gardener. To attract them, you can hang out thin bits of string in undercover areas so that they can secure their webs to them.
Ladybirds & Lacewings
Ladybirds and lacewings are good insects - they take nectar and pollen from the same plants as hoverflies. To encourage them into your garden you also need a supply of bad insects for them to eat... So by growing plants like lupins and honeysuckle (which attract aphids) you'll also have ladybirds and lacewings attracted to your garden (as they'll want to feast upon the aphids!).

Worms
Worms will encourage singing birds into your garden as that is what they feed on. As well as this, worms are the best soil texturisers and fertilizers, and their burrows help aerate and drain the soil, in addition to providing easy growth channels for plant roots. You can encourage worms by making sure the soil in your garden is kept moist and you could cover it with a compost or mulch.
Which insects can you find in your garden?