I moved from a bedbug infested apartment to a cockroach infested apartment once. When I left, I made sure to do it during the summer. Anything I kept (clothes, etc) went into black plastic bags and then into my car during the 105F+ degree summer heat. All the furniture made it into the trash bin.
I'd take the cockroach any day above the beg bugs. Cockroaches can be controlled to a point they could either be entirely harmless or at least live in some sort of symbiosis with you.
Bed bugs are the absolute worst of the lot. Mosquitoes feel like welcome guests compared to them.
Short of nothing less than setting everything you know on fire, there are 0 ways to get rid of them.
I only lived in a mice infested apartment and as gross as it was, at least mice are easy to see, satisfying to kill and don't follow you anywhere or lay eggs.