In my garden I've noticed that I don't have a problem with aphids throughout my garden, rather they seem to just colonize on a few plants and leave the rest alone, so I just let them do what they do on those few plants and they seem to stay.
I have tons of insects, including ladybugs, but still I have tons of aphids on a few plants, so I'm not sure if they are keeping the aphids off the other plants or just eating other things and the aphids colonize on just a few plants...It's a mystery. Bottom line, I just let nature take its course....
EDIT: Just yesterday I was watching a little brown/gold-colored bird eating tons of insects off the leaves of my lemon tree. I'm not sure what type of insect, but they were small, since the bird was only six feet from me. I do wonder if they eat aphids and keep them under control.