Nah, never anything that severe. Various critters come in and out of the house, and sometimes the population spikes depending on the time of year (right now it's mayflies, later it'll be June bugs, then probably millipedes) but never anything "infesting" like termites.
I usually just put 'em outside - I don't like killing anything unless it's harmful or I'm going to eat it. (Termites definitely fall in the "harmful" category.)
Although for a couple of years after we first moved in we had a lot of scorpions. I stopped counting at 200. Surprisingly, I think only my mom and I were stung, one time each (I was actually stung twice, but in quick succession by the same scorpion.) They seem to have mostly learned their lesson, and now we only see one or two a year.