The pilot thing is pretty standard in old ny apartments. I remember being a kid and living in at least 2 different buildings in Forest Hills with my family and the pilot light just goes out some times. You need to get the really long matches and just keep them on hand. It's not so bad. As for the roaches, if you see one (dead or alive) in the stairwell, you have a chance. If you see one in the apt (dead or alive) your don't take it unless everything else about the place is amazing and if you see more than one, just don't bother.
This is the most depressing article I've read amongst "The Awl" websites in years.