Stayed at the TRH Mijas in September for 10 nights. Hotel location is great for the village and the views of the coast are outstanding. We had a superior room and had requested both a balcony and sea view - which we got. Rooms are typically Spanish, and that is exactly why we chose this hotel, we wanted to feel like we were in Spain. Yes, the TVs are old - but who really cares - personally I do not go on holiday to watch TV. Bathroom was large and spotlessly clean. Best beds we have slept in away from home. Only complaint about the room would be the soundproofing between rooms (not so much above and below) - you could hear pretty much everything.
As for cockroaches, we didn't see any however, although they are disgusting creatures, I think it is important to remember that you are in Spain and by seeing a cockroach it doesn't mean that there is a lack of hygiene - it's like seeing a spider in the UK.
The hotel is seriously understaffed, owing to the Spanish economy, but the staff work absolutely flat out and all managed to do so with a polite and friendly smile.
We will go back to the hotel as there are still parts of Mijas that we want to see, and restaurants that we want to try out.More