I've just found a massive infestation on my runner beans! A cheap trick I know, which works a treat, is washing up liquid (soap) & water. You only need a little soap, then spray directly on them. It is a little time consuming, but does kill a whole load in one go. Just make sure you check and repeat a few times to ge the lot, otherwise you'll find them back in no time! I'm not sure what the effect is on other insects, but I do try not to spray anything other than the aphids.
Hope that helps!