I brought these little bastards home about 3 years ago. They are nearly IMPOSSIBLE to get rid of on your own. As some others have mentioned, some people do not react to being bitten, thus you will not realize you have a problem until you have a BIG problem. I never showed any bite marks, but my wife got eaten alive.
Signs that you have bed bugs vs. spider or mosquito bites (like we originally thought were the culprit):
-the bite marks look like mosquito bites, but are usually in a line of 2-5 bites
-the rust colored blood marks on the sheets are a dead giveaway. the exterminator didn't even lift the mattress when he saw the sheets. He knew that we had bedbugs.
We tried everything from putting EVERYTHING in the dryer, throwing my old rollaboard away, putting the mattress and boxspring outside for a week in the winter - we live in Wisconsin and supposedly anything below 0 degrees F will kill them, but it didn't. None of this worked. My wife finally got sick of my ineptitude and called several exterminators (Orkin was the worst). We started with mattress encasements and heavy sprays. Finally we went with an independent exterminator specializing in bedbugs. After 3 biweekly treatments we were able to get rid of them. We have them come back once a quarter to spray just for grins.
Prevention is the key as they are very hard to eradicate once you get them in your house. Use the luggage rack in the hotel rooms. Leave the rollaboard in the garage, and take your clothes directly to the washer. Don't put your bag on the floor of a hotel room, this just invites them in.
If you do get them in your house, get aggressive early. You don't want them spreading around your house into the couch, chairs, carpet, etc.
I wouldn't wish these little bastards on anyone. They supposedly don't transmit disease, but will annoy your wife who will, in turn, annoy the crap out of you!