Without knowing what kind of bug they are how can we say what's normal? Besides, their moving from plant to windowsill probably isn't important. What is important is any effects they are having on your plants.
Are the leaves showing any signs of being marked (as by a sucking insect) or wilting?
Are your plants in bloom and if so, do you find bugs in the flowers or are the flowers showing any signs of damage?
I strongly recommend buying the American Orchid Society's book on orchid pests and diseases. The book is cheap (less than $20 I think). and worth it if it saves one of yoru plants. While you're waitign for your book to arrive (their shipping is quick and efficient) get some Safer's Insecticidal Soap and give all of your plants a spray (assuming you dont' have any especially tender or unique orchids - Safer's Soap is find for the most commonly grown varieties).
Click here to order the book from Amazon.com