Most cockroaches have wings, maybe all of them, said a local naturalist, but few of them sound like a Boeing 707 buzzing the armoire.

Every city has its cross to bear. Los Angeles has its smog, New York has its dirty streets, and Houston has its giant cockroaches. Giant cockroach is actually one of the names by which the Houston cockroaches are known. They are also called waterbugs, tree roaches, or just them.

It is thus no surprise that the roach is the subject of considerable conversation among the newly arrived, who speak with equal measures of open-mouthed amazement and tight-lipped loathing. Methods of annihilation are a favorite subject. Hardware stores are chockablock with death-dealing agents of chemical warfare, all of which appear to cause the beasts to wax fat and blustery. Sealing off their food seems to do no good, as they dine at the neighbor's house and return for the evening's fun at yours, and they make unpleasant sounds when stepped on, if anyone dares. Leaping Lizards Suggested

The Kellers have a daughter, Tally, who is 19 months old, and a Great Dane, Samantha, whose capacity for imbibing poisons appeared to them to be greater than that of the roaches. So the Kellers opted for an environmentally sound solution. They bought a pair of geckos.

The gecko is an uncommon creature. It is fundamentally a lizard, but that is like saying the Pope is a preacher. There is more to it than that. They are formidable of aspect, like small dragons.

The bigger ones are six or seven inches long, with retractable claws, hooded eyes that narrow to bright points when they sight prey, and suction pads for toes, which enable them to skitter across walls, ceilings and windows. They have strong voices and speak in loud barks or chirps. Their favorite food is cockroaches.

Strange pets, but the Kellers found them fun to watch and figured their problem was solved. But then, first one and then the other, the geckos turned up dead, quite prematurely. ''Perhaps he, uh, ate one roach that was already poisoned,'' she said of the first one, ''and that killed him.'' Or, Mrs. Keller conceded, perhaps not. The geckos are dead and the roaches are not. That Fatal Dish of Beer