After battling with mealybugs that infested almost all of my plants for two winters straight, I bit the bullet and bought some imidacloprid insecticide granules for about $15. Normally I would steer clear of pesticides, but since the plants are inside now anyway I figure I won't be hurting any wildlife.
It's a systemic pesticide, meaning its absorbed by the plant through the roots, so anything that tries to feed on the plant dies. Sprays tend to only kill whatever they make contact with, and so if you have bugs hiding in the soil or in the inaccessible nooks and crannies of the plant, it's easy to miss something and end up with another infestation.