Ants are a plague in many homes. Finding the nest and pouring boiling water onto it may be very satisfying, but it won't get rid of more than a few thousands of the millions of ants in the nest.
Wasps nests can be dealt with easily if they are in the ground. It is simple enough to watch where the wasps are going into the soil. Then you just buy a puffer bottle of powder from the hardware store, squirt it around the nest entrance and the wasps carry it in. What if the nest is up a tree, or under the roof of the house. Do you really want to be up a ladder being stung by thousands of angry wasps? Forget it and call in the professionals.
Mice often come indoors in the fall, when it gets cold outside. The first sign that you have mice may be rustlings under the furniture as the mice build their nest from scraps of paper you drop. If you wait, matters will only become worse, packets gnawed and small black mouse droppings in your kitchen. Mouse-traps may work, but are you expert enough with a mousetrap that you are not going to set it off and break your finger. Do you really want to remove a mouse with a bloody broken neck from a trap before breakfast?
Rats are a fact of life if you live in the country. You can sit outside at night with a rifle, or you can find someone who will rid you of the infestation by putting down poison on a regular basis. If you shoot one rat, another one will move in to take its place, so while shooting them may be satisfying and good target practice it does not get rid of the problem permanently.
Pest control companies are very discreet and can be hired over the Internet, so your neighbours needn't know you have unwelcome visitors. After all it's not the kind of thing anyone likes to advertise. They will even lead away any stray unicorns.