Q: I was curious what mulch you recommend when it comes to roach control?

A: Most homes have mulch near the foundation. Your best bet for immediate short term control is to sprinkle outdoor insecticide granules onto any mulched areas in your landscape. Consider raking out and replacing mulch before you apply the poison; this will eliminate moist harborage areas underneath.
For the long term, roach bait stations work very well. Use at least a dozen, placed in sheltered locations around the exterior of your house. Look for products containing fipronil. They will give you extended protection from the crawling critters.