I don't think there really is a plant that aphids won't attack. Aphids are pretty ubiquitous.
Be alert for the presence of ants, because they will bring aphids to your plants. The ants like the sweet honeydew produced by the aphids, so they protect them against predators. They carry the aphids to the most tender new growth of the plant, to make sure they always have plenty of food available. Get rid of the ants and you won't have so much trouble with aphids.
Was it budworms that attacked your geraniums? They're actually pretty difficult to control. Unless the soil freezes, the pupae can survive in the soil. I doubt the ground freezes in your area any more than it does where I live. Also, since the worms burrow into the buds and eat them from the inside out, they are protected from exposure to most insecticides. The best way to control them is to go outside with a flashlight, just after sundown, and examine your plants, removing any caterpillars you find. During the day, they sometimes hide around the base of the plant, at the soil level.
"Isn't it enough to see that a garden is beautiful without having to believe that there are fairies at the bottom of it too?" - Douglas Adams