Raleigh, N.C. company will pay you $2k to release 100 cockroaches into your home

Also, check to make sure P-Traps are filled, especially if there is a sink that isn't used often. I've seen them clustered around manholes for sewers and come out of drains. Another common problem is an improperly sealed plenum space where they can reproduce in the dark.

There will always be one or two that show up eventually, but keeping a clean house will usually do the trick. If you live in an area with large numbers of them, Boric acid and diatomaceous earth are pretty good at keeping down infestations. Just adding some to cracks in base boards and doorways seems to keep them down pretty well. Roaches in particular seem resistant to most neurotoxin based solutions like *-methrines and malathion.