Where do wasps usually hide?

The two biggest threats to insects are dessication (drying out) and predation (being eaten). As a result insects will tend to have behaviors that limit both of these. In temperate zones insects will seek out dark, damp environments. A great place to find a good range of insects such as beetles, wood lice, millipedes etc is to look under logs or paving slabs.

There are insects that have adaptations that can allow them to survive in the open; for example caterpillars get plenty of water in the leaves they eat and many of them are toxic to predators (and display bright colors to warn birds and such) or else are heavily camouflaged to avoid detection.