Feeder Pests
Here are some ways of dealing with uninvited guests to your hummingbird feeders:
Bees, wasps: the simple solution--which does not have a good track record but is easy enough to try--is to use a feeder with "bee guards" over the feeder ports, and to coat them with petroleum jelly. A better solution is to have at least two feeders, one filled with a rich 2:1 or 3:1 ratio of water:sugar, and one filled with 5:1 ratio. The bees and wasps will almost immediately prefer the richer mixture, leaving the other one nearly free for the hummers.
Ants: A commercial ant trap (such as AntGuard) work superbly. You can also fashion one by hand by creating a moat to place between feeder and hanging hook and filling it with water or coating the inside with petroleum jelly. Be sure your feeder design is not one that attracts ants, but design alone will not prevent the ingenious ants from finding any feeder.
Bats: In parts of the American Southwest, nectar-loving nighttime bats can completely empty a feeder in one night (See video here).
Other birds: Only feeder design can deter birds. Start by removing any feeder perches, but this alone may not be sufficient. Talk to your local bird store about what they find to work in your area.