With over 1300 species of aphids in North America, it shouldn't be a surprise to you that you find them in your garden.
When I get aphids in my landscape, it's usually on my asclepias tuberosa or butterfly weed, which can handle a few aphids. I'm fortunate enough to catch them in time to spray the water hose on them or natural predators - like lady beetles - to have their way and they do disappear. If you are faced with sooty mold or a declining plant because aphids are so damaging, then you have to use stronger methods to eradicate them, such as pyrethroids or horticultural oils. Always follow instructions on the label. Try not to stress, aphids are everywhere and you can get rid of them.