I rarely have problems with roaches, but whenever my neighbors spray for them, they find their way to my vermicompost bins. We read this solution for trapping them in Lifehacker, a geek blog on the web:
Get a clean quart glass mayonnaise or pickle jar. It must be glass. Take off the lid and set it aside. Just before you go to bed, put a 1/4 c. of moist, used coffee grounds in the bottom of the jar. Take the jar and prop it up at an angle against the wall of the house, inside or outside. The roaches will climb up the wall and go into the jar, but will be unable to climb out. In the morning, you can either put the lid on the jar and throw the jar out, including its occupants, or you can put the lid on the jar and set it in the sun where the roaches will die. If you choose the latter method, once the roaches are good and dead, you can dump them out and reuse the jar again the next night.
Recently, the roach population in the bins started climbing, so we set up the trap. The first night there was 75 roaches. The next night, there were 25, then 12. We'll keep setting up the trap every night for a while, until they stop coming.