Not with the lettuce, somehow. I have a lot of trouble with caterpillars on my other vegies such as broccoli, but they don't seem to eat the lettuce much. Maybe I'm just lucky. I have some organic bug spray but I don't use it much, I find it easier to just go and squash any uninvited visitors, and it's good thinking time to spend 5 minutes a day just looking for bugs (har har). I'm a rank amateur at growing - I experience tomato crop failures all the time. But for hardy stuff like lettuce and (most) herbs, it's really quite simple and rewarding.
I'm quite lucky with my climate though, but for a lot of people in California they should be similarly blessed (I'm not in California).
One thing I didn't note was that you'll need to plant your seedlings about 3-4 weeks before you're ready to start harvesting. But get it right and you should have an endless supply from about 6-10 plants, and you don't need much space for this. Just choose lettuce that the whole plant doesn't need to be harvested - ie, not 'iceberg' lettuce.
edit : here's a pic of my first crop about 4 weeks after planting. It eventually grew to about 4 feet tall. There's a couple of different varieties in here, I now only go for the ones like in the original article with a roundish leaf.
http://i54.tinypic.com/332p94k.jpg