Despite decades of research, there is still no agreement on which indices of Aedes aegypti (Stegomyia aegypti) (Diptera: Culicidae) presence and abundance better quantify entomological risk for dengue. This study reports the results of a multi-scale, cross-sectional entomological survey carried out in 1160 households in the city of Merida, Mexico to establish: (a) the correlation between levels of Ae. aegypti presence and abundance detected with aspirators and ovitraps; (b) which immature and egg indices correlate with the presence and abundance of Ae. aegypti females, and (c) the correlations amongst traditional Aedes indices and their modifications for pupae at the household level and within medium-sized geographic areas used for vector surveillance. Our analyses show that ovitrap positivity was significantly associated with indoor adult Ae. aegypti presence [odds ratio (OR) = 1.50; P = 0.03], that the presence of pupae is associated with adult presence at the household level (OR = 2.27; P = 0.001), that classic Aedes indices are informative only when they account for pupae, and that window screens provide a significant level of protection against peridomestic Ae. aegypti (OR = 0.59; P = 0.02). Results reinforce the potential of using both positive collections in outdoor ovitraps and the presence of pupae as sensitive indicators of indoor adult female presence.