A fringe benefit of garden pests comes from their value as a food item. Okay, most of us aren't culturally accustomed to the idea of munching arthropods and their kin. But the truth of it is that many can make excellent high-protein, low-fat snacks.
A good basic way to determine edibility is to observe what part of what crop they eat. A cabbage worm eats tasty leafy greens, and is fine to consume, while tomato hornworms may be verboten due to their nightshade habit. Regardless, please check with a reliable source before you start chowing down on your plants' predators.