That's the fly in the ointment with fruit trees. There aren't any "insect-resistant/insect-proof" trees. Diseases can be genetically addressed - but not so bugs.
From all the info I've read and digested over the last 10 years, dormant season oil sprays can kill many overwintering bug eggs before they can even hatch. But to tackle emerged bugs, insecticide sprays are necessary. I've used Sevin spray to good results - but it can act as a crop thinner depending on the timing of your sprays. Imidan is used by many, but I believe it's now only available to licensed users. (someone can validate this??) I'm not up to date with sprays used by commercial orchards - maybe someone can chime in that knows what they use.
The most common bugs to hit apples - in Pa. - are codling moth, plum curculio, apple maggot, and apple sawfly. Several types of aphids and mites can damage the foliage of the trees, weakening them. I bought the Penn State guide - "Fruit Production for the Home Gardener" for about $12 from PSU. It has lots of info on all kinds of fruit and the care they need. Diseases and insect pests are covered. The guide is about 3/4" thick, and has charts, diagrams, and illustrations (great illustrations on pruning and various cuts to shape a tree).