How can I keep bugs away from the perimeter of my house?

I live in the city, in a row of houses. I work late (til 1 am) and when I come home I see camel back crickets and, brace yourself, roaches outside my door. I notice that they don't huddle outside my neighbors doors, I think the reason why they're always on my porch is because the house next to me sticks out a few feet further creating a shadow in front of my door. Its darkest and coolest there for the bugs to roam. I keep a broom, bug spray and a flashlight in my car so that when I come home I am ready to battle if need be. This is a disgusting and embarring problem I've had now since the beginning of Spring. What can I do to prevent the bugs from gathering? I've already had an exterminator come twice, since then, the crickets have gone away but not the roaches. Help!