Honestly...I would be happy with ANY type of shoe.
The boots or tenny's that I wear normally work well. They are quite effective when you stomp and twist your foot to grind them into the ground.
I think a flip flop is the most effective though...
If you are afraid of getting too close...a flip flop will work good as bashing tool. You simply carry it like a weapon. Approach offending cockroach and reach out and SMASH it...like a fly swatter! This also works good if the little devils are running AT you!
If they are running AT you...don't forget to unleash the 'hysterical scream of fright' as you flail and smash blindly at the cockroach attacking you. Occasionally throw in various high leaps and foot shakes to disorient the the little demons from focusing on you.
Additionally...flip flops are an outstanding choice of weapon. Should one of the little devils actually manage to cling to your jeans or boots...and skitter madly UP your leg...
You will not break your own leg by beating it...with a flip flop. You may experience slight bruising...based on your enthusiam level!
All else fails...the flip flop can be thrown as a last resort to scatter the creatures as you make a hasty escape. Returning later to pick it up...and re arm yourself!
*shudder* evil little things...