Yeah I don't mind cockroaches. They look damn ugly but are pretty harmless otherwise.
I hate mosquitoes as well, although there comes a point where you get used to being bitten. Ants I think are the next one from that point of view. Whilst I was in India it was impossible to keep the ants out all the time. I had a few sleepless nights where I imagined them in my bed after being bitten by quite a few whilst I was asleep. Plenty whilst I was awake and squashed the buggers when they did.