|>>|| No. 1981
I had the same problem when I was living in student digs. They were getting in through the gas metre box which was in my room.
Also, slugs apparently make a loud clicking noise which regularly woke me up. That wasn't pleasant in the slightest, never mind the slime trails.
What sort of insecticide are you using? You can buy proper slug/snail killers, which come in either pellets or as a liquid you dilute in a watering can. I suggest to get the water on version and cover the whole of the front of your house, including both the garden and all the brickwork/foundations around the house. Although it's possible they're living in your brickwork or under the floorboards somewhere, in which case this wouldn't help. Even if they are coming in from outdoors each night, you'd need to apply the slug killer every week or so.
You can also get some repellents like this which may or may not help, but they're fairly expensive, and again, you would probably need to keep using them regularly.
Make sure you don't leave any rubbish in your room at all, get a waste bin and empty it every night, and vacuum thoroughly at least once a week to make sure there aren't even a few crumbs to eat which could attract them.
Lastly I'm guessing your house has severe damp problems. Slugs won't even bother coming into your house unless it's at least a little humid, and any mould will also attract slugs as a food source. A decent dehumidifier would be a good investment. Proper full-sized dehumidifiers are fairly expensive to buy, and need a few hundred watts of electric to run too, but if your house is very damp using one will make it more comfortable to live in as well as improve your health and general well being.