I bought one of these bug vacuums and they work really well but still it freaks me out getting close enough to suck them up. It sucks them in and then zaps them dead. Of course, I also can't empty it either even though they're dead. That's a boy job in my book
http://www.amazon.com/Lentek-BV01-Bu.../dp/B00008YO16
As for the bug bombs, I honestly don't know how much they cost. Rick just goes to Dale Hardware and picks them up. I don't care as long as those things die and I don't have to deal with them anymore. Here's a link to the different "foggers". Not sure which one he uses.
http://www.killsbugsdead.com/fogger/