Palmetto bugs are flying roaches, so they are virtually impossible to keep out of your house. But they are an occasional nuisance by one bug, not an infestation as others have said. And they have nothing to do with cleanliness (or lack thereof); they are an indicator that someone left a door open. We have a lot of lush vegetation all around our house, but we rarely get a palmetto bug inside -- maybe once or twice a year, most recently day before yesterday (but that one was dead thanks to our exterminator).
Lizards are much more common than palmetto bugs, but I think most of us just take them for granted. In our yard, we have chameleons, gekkos, and green anoles. The gekkos occasionally get inside, but we can usually catch them and put them back outside.
On the climate, Orlando's climate is much worse than ours here in Miami. It is beastly hot there in the summer, especially late in the summer. We have thunderstorms too, but we also have a nice sea breeze that cools things off most of the time. 92 degrees is really HOT for us, it's a mild day in Orlando during August-September. Personally, the only discomfort I feel in South Florida is in late August and especially September when month after month of hot weather (for us) just wears you down.
The comments above about cold weather are spot on. We do break out the sweaters and jackets when temps go below 70. I have two good friends who live in Albany, NY and Helena, MT respectively. One of my best days each year is in about late November when I send them an email telling them our temps have plunged down into the 60's!
Good luck with your decision, but don't worry about the bugs.