Garden stores usually sell dust for tomatoes. It discourages burrowing grubs from getting into them.
Broccoli leaves get decimated by caterpillars if they aren't protected from moths laying eggs on them. Same happens to cabbages, bok choy, etc. A fine net with 10mm gaps works fairly well. I use petal poles and arches of pipe to make a removable frame.
Looks a bit like this: http://4.bp.blogspot.com/_OJlKX8cCges/SoKz6rQJ3bI/AAAAAAAABx...
For slugs/snails, I use pellets but apparently you can use copper tape if you have raised garden beds.
Also, I seem to have a pest problem as well, I think rabbits, as all the leaves on my bean stalks have seemingly been chewed off.