Bees are not a protected species, but they are vital to our biodiversity and, ultimately, our ability to produce food. Colonies should only be destroyed in the most extreme of cases.
Know what type of bee you are dealing with - beekeepers will only collect honey bees. If they are furry and dull in colour they will be bees - wasps and hoverflies are much brighter. Other types of bee such as bumble bees and solitary bees pose very little risk and should be left alone
As part of the normal reproductive cycle bees will occasionally swarm late spring. Whilst this can look alarming they will move on after a short period and should be left alone
The link provided to the British Beekeepers Association website has information and pictures on all types of bees and insects that look like bees. It also gives a link to contact your local honey bee swarm collector. You can find a guide to the bees and wasps in your garden here.