It depends on the length of stay. I'm happy with Ye Olde Shingle if I'm only in town for a night or two and just need the room for shit/shave/shower/shampoo/sleep. I was recently on site overseas for a couple of months, though, and in that case I was able to rent the top floor of a small apartment building for around $100/day complete with cable, internet, full meals and maid service, which was a steal and well worth it, especially since I was able to host most of my meetings right there, avoiding the 1.5h commute and taxi fare to the office most days.
Regarding roaches: I found one (housecat-sized!) roach one night and then a few more when I went digging around, but one call downstairs and a professional exterminator crew pulled up first thing in the morning, did their thing while I was away at the office, and I didn't see another pest the entire time I was there.
I'm convinced, though, that roaches have been around far longer than humans, and will outlive us all and rule the world one day. I, for one, welcome our new insect overlords.