Every city has some sort of bug. As stated by Glacierwolf even the northern parts of Alaska have bugs, I worked on the north slope in the summer, and can confirm that the mosquitos are horrendous.
I also lived in Maine, where the meanest bugs in the USA are found: Black flies in the spring and green heads in the summer. Maine has all the standard bugs too - ticks, mosquitos, ants, house flies, Japanese Beatles, moths etc...
In the winter, no bugs in northern Alaska or most of New England.
What kind of bugs are you trying to get away from?