Hygiene and cleanliness have little to do with bed bugs. They are where they are. I usually start by inspecting the little lip thingy around my mattress when I get in my room. Bed bugs like to hide. If they're not on the lip thingy, I look behind the headboard. It's really a shame how much time I spend inspecting the bed, but it's worth it if you think you might bring them home. Pretty much just tear the bed apart. Also, as another poster wrote, never put any of your belongings on the bed. I usually put my stuff far from the bed, up high, on a slick surface. I use the luggage rack thingamjig if one is available. If not, I bust out the ironing board. Here's a great link on bed bugs:
Bed Bugs - About Bed Bugs and Travel and How to FInd and Kill Bed Bugs

Most importantly, take DryMotorBoatin's second bit of advice.