I found these assassin bugs today on my butterfly weed. These guys are beneficial to the garden because they eat aphids, which love to suck on plant juices. If you only see a few aphids, or none at all, it's best to leave these guys to their own devices and let them give you a helping hand in the garden. If, however, you see a really bad infestation of aphids on a plant, a solution of soapy water can be sprayed to kill them quickly. Just go back later and rinse the plant off with regular water to rinse any soapy residue off. You'll be aphid free in no time!
Some other beneficial bugs are the cute little Lady Bug, which also eat aphids, and the Praying Mantis, which eat a multitude of other bugs. (Sorry I don't have any pics of either one. I haven't come across any to take pics of them lately.) Both of these bugs can often be bought at local nurseries to release in your garden. Kids often get a kick out of letting the lady bugs go. The praying mantis are usually sold as an unhatched "egg case" that looks like a cocoon. This can be placed in an inconspicuious area to let them hatch out.
So, not all bugs are bad. In fact, most are there to help you. So, think twice before you decide to spray a chemical. You just might be killing a good guy!