Similar to what others have mentioned, my version...
Mice: I use
these traps; they work pretty well. I have probably 10 setup in all the common locations - by all doors and common runs along the walls. Just gotta get them before they reproduce and establish colonies that will chew up everything. I also started another thread on somewhat backfilling the outside of my barn with sand to try to prevent mouse incursion under the walls. I wouldn't go very high up the walls, but at least filling up to bottom of the walls seems to have helped a lot.
Bugs: I'm in a semi-desert environment so we have scorpions and black widows, among other "joys". Every 2-3 months during the hotter times of year, I run around the barn and house with a granular insecticide like
this, followed by spraying a couple feet up the walls/foundations/door openings with a pump sprayer filled with a mixure of
this. Since doing this on a regular basis, I've seen absolutely nothing... other than dead "food source" insects like beetles.
Dust: I have a modified HF dust collector/thien baffle setup (pretty popular mod; just Google it) plumbed to most of my stationary tools. Works pretty well, but you will still get dust. As others have mentioned, I usually blow out my shop each spring with a leaf blower. It's makes a huge dust cloud (wear a mask), but this annual cleanup helps.