Cave Bases.

[Mkok]

It can take a while to mine larger rooms, but you can ussually afford that. As for infestations, my approach is to either build large rooms (I like them big) so you can shoot bugs from across the room, or in the smaller rooms I build a special cooler unit designed so it can freeze the bugs if they spawn there (basically just a cooler with a little "chimney" next to it). It also works as air conditioning if needed. There used to be a bug (or feature?) that if the temperature dropped below -50°C the bugs became dormant and hives died out, so I simply froze them.
The only real problem is if they spawn in a room while your colonists are there. Hospital is probably the most vulnerale one, but I never had a serious problem with that. I think there should be some time for them to actually dig their way into the room, its just too unreealistic (and not fun) that they would just appear out of thin air.

[GiantSpaceHamster]

Minimum steps (to REDUCE the likelihood of a surprise attack insta-killing a pawn stuck in a room and fight the infestations on even terms):
1) Light crucial and high traffic/risk areas.  These include prison, hospital, work room, and bedrooms.  Infestations have reduced chances to spawn in lighter conditions.

I thought this had been debunked...

[milon]

I can't find it right now, but I thought I read somewhere that Tynan said that being lit was *supposed* to reduce infestation chance, but it was bugged and not calculating properly.  I also think I read him saying that he fixed it, so that light *does* influence the spawn chance.

[Limdood]

Minimum steps (to REDUCE the likelihood of a surprise attack insta-killing a pawn stuck in a room and fight the infestations on even terms):
1) Light crucial and high traffic/risk areas.  These include prison, hospital, work room, and bedrooms.  Infestations have reduced chances to spawn in lighter conditions.

I thought this had been debunked...

https://ludeon.com/forums/index.php?topic=29390.msg298666#msg298666

Follow the image link in the linked post.

Basically, it can reduce the chances, but not eliminate them.  Basically lighting key areas will help push infestations to less punishing areas of your base (or possibly to completely unrelated areas of the map.  Lighting your whole base won't do anything UNLESS there is a darkened area in overhead mountain (the deeper the better) for the lighted areas to "push" their spawn chance into. 

[Catastrophy]

If you try to mine out a dark unused under mountain area check whether there is open passage to the outside. (Like when you do outside of your own base to mitigate the chance away.) Looking at the infestation chance overlay I found that the chance only increases once the under mountain area has a door that separates it from the outside. Just digging into mountain isn't optimal.
I've only checked with quick and easy wooden doors - the overlay really weighs down my FPS. Walls might work to.