Given the additional cruelty I don't have a problem contributing to the world by being an omnivore, I really can't get too worked up about a cockroach.
For the simpler forms of life, I tend to not worry about ethical issues of suffering. I've killed or maimed many a cockroach, ant and fly in my life with no regret. With the simpler nervous systems I doubt they feel anything we'd recognise as pain - besides I have to draw the line somewhere.
(I notice there's a substantial wikipedia article:
http://en.wikipedia.org/wiki/Pain_in_invertebrates )
I think its awesome that the technology has gotten to the point that it's not research any more, it's a product.