I have many tropical plants. Several of these seem to attract bugs and a few seem immune to them. Here's a list of each:

Attract aphids:
Hibiscus, heavy infestation, especially the flowers
Pomegranate
Young citrus trees, in this case, Key Lime

Attract scale:
Tea
Citrus

Attract spider mites:
Commiphora wightii

Mostly immune to aphids, scale and spider mites:
Coffee
Chocolate
Banana (OK, not a bonsai candidate)
Allspice
Bay
Palms

Just my experience, YMMV. :D