The most important step in controlling pests is accurately identifying them. If you don't know what insect or other animal is causing your problems, pretty obvious stuff here, you won't know it's lifecycle and habits, and those are the keys to treating the buggers most effectively and least toxically.
Once you know which pests you're dealing with, your first line of attack is prevention. Usually pests attack unhealthy or overly stressed plants, so this is where good cultural practices come in. One of the most common causes of pest problems (insect/disease) is planting the wrong plant in the wrong place and/or watering it inappropriately. Again, it seems pretty obvious, but I can't count how many times people have come into Sloat looking for a pesticide when their problem could easily have been prevented by selecting the right plant for the given location in the first place. As always, it just comes back to knowing your soil, knowing your plant material and knowing your micro-climate.
Mechanical controls (like traps) and Biological controls (like predators) are considered the next line of defense in IPM. But Tolerance is another approach as well. "Knowing where you are," as Wendy pointed out, comes in handy here. Some people can't tolerate a single hole in a single leaf, others of us don't mind eating holey greens, and others of us (that would be Will) don't even mind eating a few of the hole causing creatures! In short, it is as always, all about balance: balancing your aesthetic and food producing needs against natural, ecosystem responses to human interference (AKA gardening and farming).
Besides the resources mentioned in class (Pam Pierce's book and the Master Gardener Handbook), the UC Davis website has loads of specific information on treating specific pests using IPM methods. I've added it as a link off to the right. Definitely check it out!