What to do if phone is bugged

Please explain what you mean by "bugged"? Do you mean that it's not working properly? If so, describe exactly what's happening.

Do you think that someone is intercepting your calls? If so, it's probably a government agency. Contact your attorney.

Call an exterminator. Or use a can of Raid. Are these ants, roaches, or something similar? Is your iPhone jailbroken (do a spotlight search for Cydia).