Flies: they get inside and nestle in my fruit, annoy me and distract me, get in my face.
Bees and wasps: they settle and build nests in nooks and crannies of roofs. I don't have a problem with bees per se, although they can probably keep disturbing eating in the garden. Otoh they may pollinate flowers in the garden. Wasps on the other hand are truly a pest. I've lived in a house with wasps in the roof, constant wasps in the attic, leading to an unusable attic for about a year.
Bats: no idea, never had them so far. But I've lived in a neighborhood where they were nestled inside the outer layers of roofs. Just like other animals I imagine they "shit and piss all over the place" so to speak. But they're also protected where I live, so once they are there, you can't even get rid of them.