Insecticides have limited effect on bed bugs. What's important is catching them early before they get out of control, look out for signs like unusual bite mark patterns on your body when you wake up or small blood stains on your sheets. Check around the corners of your bed and under the mattress for the small dark blotches of fecal matter. If you see a living bug, then there are going to be more of them. It only takes a single pregnant female to begin a rampant infestation.
Wash all of your bedding in hot water and dry on high heat. Buy mattress protectors rated for bed bugs and seal up all beds in the home. Bed bugs can remain dormant for up to a year without food so the cover will need to stay on for at least that long. Anywhere you find evidence of bug activity needs to be hit with diatomaceous earth, this isn't a nasty chemical insecticide treatment but it works by getting into the small joints of the bugs and immobilizing them. Spray into all corners of the room around the floor and under baseboards. It may be necessary to disassemble the bed frame to make sure all corners can be examined.
To prevent them coming into your home, make sure whenever you are staying at a hotel that you check around the beds for any evidence of activity. All of your belongings must stay off the floor and as far away from the bed as possible. When you get home the first thing you should do is throw all of your clothing into a hot wash cycle. If you live in an apartment building it is possible they will come in through the walls from an adjacent unit so be sure to communicate with your neighbours and landlord; fighting your own infestation while the source is next door will ultimately get you nowhere.
Fighting bed bugs was easily the worst time of my life and if I can save at least one other person from going through the same thing then at least my experience counts for something.