I swear to god I think Alejandro is the worst fucking character in this show. It's like he always gets Maya and himself in some kind of trouble! I hope he dies very early in this season (season 2).
He's the reason that they met the guy with the car, that led to the encounter with Sylar. His stupidity is helping evil! I hate him much worse than Sylar. :D
The cockroaches are just Sylar's trademark. Not like he puts them their after he kills his victims, but like symbolic.
EDIT: Something's been bothering me about Peter and I just found out what it was. Peter still has all his powers, but he can't control them properly, so why isn't he battling to keep from exploding again?