a good thing to do is to shower and change clothes if you've been outside, bugs can enter via your clothes.
i grow in organics and have never had bug problems, but that doesnt mean its not possable, bringing in plants that have been outside may have braught the odd bug or two into my grow room in the past.
preventative measures work well. like bug preditors mites, ladybirds etc
but clenliness is the key, dont leave dead leaves on the floor of your grow area, keep it clean