Remote Control Cockroach
Just in case you don't have enough real cockroaches in your life, here's a battery-operated one to crawl through your kitchen and over your forehead while you sleep. At least this roach is of the RC persuasion. You'll have complete control over where it skitters, which, if you're like me, will be through your fiancee's cutting path while she's wrapping presents, and across your friend Cornelius' leg during Sunday Night Football.
If you trust anyone enough not to use a remote control cockroach against you, it also makes a swell stocking stuffer.
The RC roach is able to crawl forwards and backwards under the command of a tiny remote control that looks very easy to use surreptitiously. The bug measures 3.14" x 1.18", which seems pretty big, but I guess "big" is the effect anyone piloting a cockroach would be going for.
Looking for a gift even buggier than a remote control cockroach? Check out the Termitat.