I have a pretty strict live-and-let-live policy with outside critters, but any in my house are pretty much marked for death (except scorpions, who are fair game if they're anywhere NEAR my house). I don't have any trees right up against the house, and I spray what I call "the ring of death" around my house.
The stuff I get is called Cy-Kick.
I don't know if you can find it closer, but I got it at the pool supply store at Manchaca & Slaughter (next to Tres Amigos). You mix it in a sprayer, then go around the house, 3 feet up, and 3 feet out (I also go really good around door jambs and windows). We've used it since we've lived here (spraying maybe once a year, maybe twice if it's really rainy), and haven't had any problems, seeing maybe one or two per season, tops. The two I've found in my house this season have been dead or near-dead, and I don't remember the last time I sprayed.
You might also have a problem with them in the attic, and the only other solution I've heard for that is (I think) Boric Acid, a powder that you sprinkle all around.
Good luck!!
M.