We have lots of hummingbirds and I can say that they are great for eating bugs.
I also have purchased Trichogramma wasp eggs for combatting cabbage worms. The Trichogramma worked did great at first then eventually disappeared. I don’t think the hummingbirds are at fault thought for their disappearance though. Wind was a more likely problem. The hummingbirds seem to be great for bugs such as gnats, flies, even caterpillars, mosquitoes, and spiders. The Trichogramma wasps are much to small I believe. Other beneficial species are much larger. So I guess it depends on what species you are wanting.
The hummingbirds have been a definitely beneficial critter for us and while I am sure they eat the occasional good bug the overall
experience has been a healthier overall mix. Personal I would go for the hummers if you have super tiny wasps or have lots of mosquitoes, gnats or the like as they will help out. If you don’t have a lot of pesky insects then perhaps hold off on the hummingbirds. Overall I think they would eat more bad than good bugs but that has been my experience so I am biased.