A few methods to eliminate coackroaches. NOTE: Borax is a poison. Do not use in households with kids or pets.

[edit] Steps

Lace your baseboards with bromide. They ingest it and merely blow up.
LAY borax (20 Mule Team laundry additive is the least expensive way to go. If the borax is labeled as roach killer, it costs substantially more and is the same thing.) along your base boards.
REMOVE electrical outlet covers and dust inside the walls with borax. This is neater, keeps kids and pets out of the borax, and is effective. Put the borax into a plastic bottle with soft sides, such as those used for ketchup, screw the lid on, and place the point inside the opening, facing downward.
Boldly Label the bottle as BORAX! You do not want to risk ingesting this.
Repeatedly "puff" the sides of the bottle as you angle the point along the inner wall. (Make a fan-like sweep to spread borax further.)
Replace outlet covers.

[edit] Tips

Borax sprinkled on the carpet and left for 20 minutes, then thoroughly vacuumed up will kill fleas and flea eggs. If you have pets, they'll need to be bathed while the borax is sitting, so all the fleas get tossed at once. Don't bathe pets in Borax! Use a flea shampoo.

Roaches will eat anything, so be aware that the tiny particles of food that are left on your counter will become a banquet for some roach and his extended family. Make sure to pull the stove and the fridge away from the walls and clean under there as well. Look for any place that food may have rolled. Range tops can lift up, so clean under the top. Toaster ovens are another spot to check.
Keep all these items away from pets and children. If you have crawling babies, do not use bromide or borax along baseboards, dust inside the walls.
Keep all "motel" type insecticides inside secured cabinets where pets and children cannot go. Both put nearly everything into their mouths!