Just a newbie here myself, but in my opinion none of those things you mentioned will cause any disease in your fish. The little "bugs" will probably end up being fish food! Whether or not bristleworms are desirable seems debatable by folks, but they do clean up stuff and keep the sand moving. The small sluglike things are probably nudibranches, from your description - but they don't have any "hard" surfaces. Just a snail without a shell.
My first fish came home with a bacterial infection from day one. But I didn't realize it at the time. Seemed healthy to me at the time. Only after I got the second one (after the first one decided to move on to the big fish tank in the sky) did I realize how the fish should be acting to start with! It was then that I realized the fish was sick before it even got to me, but not noticeable to untrained eyes. My point isn't to make you more nervous, but just to point out a couple things: 1 - The biggest disease your new fish needs to be concerned about is the one they possibly already have that you can't do anything about but treat once you realize it, and 2 - relax, breathe deep, and remember that this is fun and don't overstress on the little things.
Oh... I wouldn't really say the shrimp will prevent disease outright. But they do stack the odds in your favor. My peppermint is pretty shy, but since I've gotten it, my little aptasias (bad anenomes) have pretty much disappeared. Can't say he'll be of much use as a cleaner though.