I am thinking of putting a layer of grease around the bottom of my next plant house and making sure no shrubs lean on it to keep the ants out. They definitely bring in scale and mealy bug from outside, so if you are being very careful with quarantine then it can be worth doing. If you are bringing in whole potted plants from other growers without unpotting, soaking in insecticide, potting in fresh clean soil and then still keeping them apart from your main collection for a few months then I wouldn't worry about them- most pests are brought in on infected plants.