What are some good ways to identify cracks that bedroom insects come from?
Seeing cracks on the walls or ceiling is fairly obvious, but the common hidden gaps that let insects in are usually hidden from sight.  They are usually around light fixture electrical boxes and under moldings around windows or exterior doors. 

The best way to stop these unwanted pests is to remove device covers and light canopies and caulk around the electrical boxes.  A thin carefully applied bead of painter's (latex) caulk (do not use silicone caulk because it can't be painted) can seal up gaps around window and door moldings.

Not only will you close up places for bugs to get in, but you will help stop outside air from entering the room, thus lowering with your heating and AC costs.