guys,

sylar can change into cockroach ler...that is how he survive from the stab....

if you watch the episode where him get caught by the bapak angkat of the cheerleader, you can see a cockroach near his bed, that is the time when he learn the cockroach thingy, and escape from there....

on the episode that he had been stab by hiro, when everybody watch the firework/boom up there he is changing to cockroach, and escape through manhole/draincover there, the camera show the cockroach near the blood/slime on that episode...

watch the first season one more time maa...and watch it closely...

note: i'm sorry i forgot which episode that sylar learn how cockroach tick, however it is just a scene of him with the cockroach at his side...