[Asaxon]

I personally hate the thought of bedbugs and rats the most (you did not list rats but they are freaky to me). Mice bother me as well so I would probably opt for roaches as the least troublesome. In Florida they are called "palm beetles" and can get huge... they are everywhere I ever went in the south (luckily just outside) but they would not make me spaz out like rats or bedbugs.