Spiders are no big deal to me as they will leave you alone most of the time, plus the have the added benefit of eating the others mentioned. Flys are just annoying, and cockroaches arent a problem as long as you clean up regularly. But mosquitoes are vile insects that do nothing but harm.
Although another one that you left off that would give Mosquitoes a run for their money would be Ticks. OMG they suck, bith literally and figuratively