Bugs! (okay, technically they're insects)

I was happily getting ready for my day this morning when my roommate announced that she'd found a cockroach in her shoe...she put it on and felt something moving, took the shoe off and found something none of us would like to come face-to-face with. Don't get me wrong, I'm not afraid of insects, but roaches still kind of get to me. Aren't they and the ants in the kitchen why we bought pest control from the summer bug boys? Shouldn't the spray be at least keeping them out of the house? Needless to say, I looked in my shoes before I put them on this morning.