Yes, roaches are all over the south period, but just weigh your pro's and con's
Although I've never lived here my cousin did and she said that she had never seen so many bugs in general than in Texas. There's going to be bug problems no matter which state you live in unless you live in Alaska. With the higher temperatures sand mild winters there's going to be bugs. If you have your heart set on a certain place don't let bugs run you off. Invest in an exterminator that can help with the problem. I use Orkin and personally I think they're the best. Had a horrible infestation when we purchased a house that was so bad they covered parts of the walls. After Orkin came out and sprayed they told us we would probably start seeing more at first while the stuff ran them out of hiding, but we never did. We saw maybe one or two and after than never had a problem with bugs again. The stuff they use is also safe for use around plants, pets, and children so you don't have to worry about anyone you love getting poisoned.