Bugs can be bothersome little critters
A cautionary word is in order: do not scream when you see a bug. Either no one will come (if you live alone in a house) or many people will come (if you live in a condo or apartment). They are called “the police.” The first case will do absolutely no good whatsoever; the second case will require a lot of explanation.
The desired end result is to get rid of the bug or bugs, so please focus on that. Grab a can of bug spray that is appropriate for the kind of bug you see or just grab a tissue and squish the blasted insect and flush its decimated body down the toilet.
Either approach is generally acceptable, depending on the proximity of the can or the tissue and the speed of the varmint. [Note: Hair spray does not work in this type of situation. However, the bug’s hair will stay in place after you douse it. Just kidding here!]
Some folks actually like bugs (just not in their house) and will transport the creature outside to release it. My opinion is that, if you liberate it outdoors, it will return to you sooner or later. It may also bring friends.
My preferred method, therefore, is total annihilation, resulting from the tried and true squash and flush approach. What do you find works best for you?