I've had an encounter with a flying cockroach before (yes, there really are flying cockroaches, just like there actually are some flying ants out there)... it was in my old aparment a couple of years ago (the entire complex had bug problems, but then again, the complex was erected in the 70s, and wasn't maintained very well, and was mostly occupied by seedy characters): I had my overhead fan on, and in midflight, it suddenly kept flying around and around and around and around and around with the fan, like it was racing it or something.
German roaches (the brown ones) are the worst, they really breed like bunnies.
And Sarge is right, now just roaches, but bugs of all kinds are a problem in the southeast: roaches, bees, wasps, flies, mosquitoes, gnats, ants, chiggers, crickets, katydids, cicadas (jar flies as we call them), ear wigs, silverfish, this year we had a big stinkbug epidemic.