Sorry to break the news to you, but they are a part of the wonderful Florida lifestyle. The best way to get rid of/keep them at bay is bug spray. We have a bug guy come and spray every so often. When I start to see bugs running and not dead, I call him. About every 6 months or so. If you need his number, let me know, he is very good and the product he uses is plant based so when it is dry it is safe for kids to be around.
Raid is a good alternative, too. I sometimes spray that around the doors and windows and if they make it inside, they are dead or dying....