First in the sun, then in the light?

HMMMM. What id do. Is pick a few plants before or when they come into preflower and do a full grow outside as once a bud expands its done. And you have bugs and all that so if you are bringing outside just keep them outside for pre flower. Don't bring them back into flowering plants. Good luck.

its impossible to have no bugs outside :)

I'm essentially doing an indoor/outdoor grow myself (my auto Blackberry Moonrocks) where they are outside during the daylight hours and then into a tent of their own at night so they can spend 24 hours under SOME kind of light.... and they're responding very VERY well indeed. I know I need to be concerned about bugs but that hasn't been an issue for me at all! It's rather exactly the same as taking your indoor houseplants out for the summer... they may pick up an errant spider or grasshopper but that's about it. I'm doing it because the nighttime temps are still a little bit too cool to leave them outside... but this is SO successful so far, I don't have any plans to change the routine even when nighttime temps are warmer! And since they really REALLY benefit from sunlight during flower, I'm looking forward to good harvests from my plants. So... I'd say, GO FOR IT - and consider THIS kind of regime for them! Good luck!

there is no bug problem where I am, would there be any other problem than this

yes thats the fastest way to get bugs. you should never transfer plants from outside to indoors if you dont want to deal with pests.