I'm easily scared by moving cockroaches, if I saw one it would probably have the time to escape before I try to kill him. But they are funny when they are upside down and they have no way to turn themselves, I often wait a lot giggling at their evolutionary failure before squashing them.
Don't mess with cockroaches... I once saw a huge one in my toilet (not in Sweden) and it was feeding.
I probably wouldn't do anything, maybe just take it outside and throw it into the hands of mother nature, or just kill it and then throw it into the trash.
I got cockroaches in my house. Im thinking of making an orchestra of dramatic theatre out of all the buggers but I can't be arsed to round them all up at the moment.
In reality, I don't really give a crap. Im working or out in the city too much to bother.