You can also check bedbugregistry.com. Not foolproof, though, since I'm sure a lot of bed bug incidents go unreported. Will give you a *little* piece of mind, though, if your hotel isn't on the list.
I wonder how many "bed bug" reports are actually fleas, or spiders, or some other type of bug. Not every bite is going to be a bed bug. That said, my bags stay in the garage and clothes are all (clean or not) put right into the washer.
No other way to really do it. I have been doing two hotel nights/week for the last ten years (a lot of that in NYC), and I have yet to see a bed bug or a bite (knock on wood).