Yes -- you need to remove decaying matter from alongside your house, for one.
For me that meant removing a few bushes in front, and all the rotting wood chips that surrounded the bushes. I found quite a few roaches while I was doing that...
Funny how we haven't had one in many months now.
They're also in my compost pile, but that's many feet from the house, about as far as can be, as a matter of fact.
Also, it helps to make sure your house is sealed. I bought a can of that yellow foam stuff, and used it to fill in some openings (such as in the attached garage/laundry room).
I also keep the grass/weeds away from the house -- I create a dead zone of about 2 feet (minimum).
Last but not least, once in a while I'll spray the perimeter with some of that "home barrier" stuff you buy in a gallon for $7 or $8. But I haven't used that since last fall, and we still don't have any roaches.
Matthew