Head lice, though they live on your body, are simple to treat. Just get the bugs and the eggs off the head. They won't survive for very long off of it. If you forget the hype and look at the research then you know that you can deal with them relatively quickly and for little cost. You don't have to worry about your home, belongings, or clothing. Head lice are a pain but the problem is still quite contained and manageable.
Bed bugs are different. They can reside almost anywhere in your home. They can live without a host for a year. As with head lice, they are manageable but are much harder and more expensive to treat and usually require a home treatment of some kind which is costly. You often have to replace some furniture. If you are dealing with bed bugs, I highly recommend that you talk to a professional exterminator - even if you don't use them, they might help you get your facts straight and equip you with the knowledge to help yourself.
Scabies are different. They live under your skin. They are microscopic. They are contagious. Most doctors diagnose scabies based on the skin reaction - you usually need to get a skin scraping from a dermatologist to get an actual proper diagnosis. With scabies, our only line of defense is pesticide and even after treating yourself and everyone in your household, it is still difficult to be sure if you have actually beaten it. You have to do laundry, vacuuming, cleaning. Dealing with scabies is real work. You can beat scabies but it can be cost and labour intensive.
Other lice, like body lice and pubic lice (crabs), are pretty easy to treat. Got body lice? Wash your clothes in hot water, dry them on high heat, always wear clean clothes, keep yourself clean. Got crab lice? Well, you might not find a buddy to remove them manually, so it might be easier to try the pesticidal cream which is still effective on these little critters.
With any of these parasites, we have to push back the paranoia and get informed. We need to stop giving energy to action that doesn't actually work and be willing to work on doing what is actually effective. Keep things in perspective - these parasites just create an itch. They are an uncomfortable inconvenience, not a life threatening situation. We can handle that, can't we? Still, I want to stick up for the little pediculosis capitis. The little head louse is hearty and resilient but it also has its weaknesses. Even without a comb, we can remove lice and nits faster then an adult louse can lay them, so we always have the advantage in the fight. If I had to choose between parasites, I'd always pick head lice - because it is the only one I can actually pick.