Surprisingly I don't seem to have much problem with this, at least anymore, even though AZ has its fair share of spiders and scorpions and the like. I have good vinyl seals around the outside of the garage door, plus the brush style seals on the inside of the garage to form a barrier on both sides. I topped it off with one of those sloped, heavy duty rubber seals that goes along the floor and mates up against the rubber seal at the bottom of the garage door.
It's not fool proof, but it works pretty good and was relatively cheap all around. My theory is the less light those buggers can see spilling out, the less likely they are to follow it inside. I have yet to need any chemicals to keep the pests at bay.
I should say, none of this was done to mitigate insect problems, it was more about keeping the wind from blowing through the edges and debris from sneaking underneath the door where the concrete was every-so-slightly uneven.
Hope that helps!