Roaches are good at scattering when hit by light.

They are good atmosphere setters for horror games. When the party is exploring the run-down mansion on the hill, and shine their torches into cobwebbed rooms layered with dust, have them see cockroaches scuttle away out of sight. Better yet, have:

"Things, mostly unseen, but sensed on the edges of your vision - perhaps the very edges of reality itself, in that half-remembered twilight between dream and nightmare - scuttle out of sight, like cockroaches, except you're not really sure what they are, or if they were really there at all..."

Transcript

General Veers: Fire at the power plant!
[SFX]: Pow! Pow!
[SFX]: Kaboom!
General Veers: Ha ha! We shall be victorious!
General Veers: You know, at first I thought these camels were ridiculous, but from up here everything is making sense.
[SFX]: Pow!
General Veers: Observe the puny Rebels scattering like roaches before the searing light of the Empire!
General Veers: All shall be crushed beneath the plated hooves of our might.
General Veers: Ha ha! One of the stupid Rebels is running in the wrong direction. Straight towards us!
General Veers: Open the sunroof! I wish to bathe in the majesty of our supremacy!
[SFX]: Pow!
Trooper: But sir, it's -40 outside!
General Veers: Well, get me a scarf!