I detest those yellow sticky traps. The only things I ever caught in them the one year I tried them was beneficial insects

. It's impossible to rescue anything stuck there such as bees, hoverflies, lacewings - all the lovelies you want to encourage. They stick on by their wings so can't come off. Those horrible sticky things are banned from my garden
As well as soapy water as Jaykay says, you can just squash them between your finger and thumb, the more the merrier - very satisfying

. I get greenfly on my roses early in the year and squash the worst ones. Some aphids are always left, but there need to be a few to feed the predators when they hatch.
Whitefly are different. You could catch those with sticky traps held near the plant. The white fly jump off the leaves (I think they are usually on the back) when disturbed, so if you do it several days running you might catch a fair load. I've not had whitefly, but I don't think they do much harm. But please don't leave the traps around between hunting sessions.