I had bed bugs in my NYC apartment a few years ago, most likely picked up from a share house in the hamptons or a hotel.
It was one of the worst experiences of my life (which I should probably be happy about). It was hell getting rid of them, even with professional help, and pretty expensive (bed bug insurance for a business idea?). In the grand scheme of life, bites that are exactly like mosquito bites and do not carry disease shouldn't be so traumatizing, but the mental toll of coordinating cleanup for months, along with not being able to sleep well for the entire time is quite taxing.
For a year after getting rid of them I took all precautions when traveling, including keeping my suitcase in a plastic bag at hotels, leaving the case outside when I returned home until I was completely ready to fry it and its contents in a purpose-build heating system designed to kill anything that may have tagged along. That process would take several hours, every trip. I eventually ended up purchasing four of the heaters for various houses/ apartments. The worst was when I traveled with golf clubs because there was no way to fit them into the heater, so I'd usually leave them outside for a few weeks and hope they would crawl out to find food. I was probably kidding myself though because, apparently, those things can basically hibernate for months without eating, waiting until they sense heat again.
I would also dry-clean my business suits/ sport coats after every trip, which just kills the life of them and really doesn't even guarantee any bugs would be gone - I just hoped any would crawl out before being returned to me. I also made my girlfriend take similar precautions, which she thought was totally ridiculous (and it probably was - it's bordline impossible to live that way unless one is a complete freak). The whole thing, from time with bedbugs to the time I was able to forget about them, many months later, put tremendous stress on my relationship but it worked out eventually.
I think the way to operate is to keep bags away from beds since the bugs like staying next to a source of food, and to keep bags closed as much as possible. That will reduce the likelihood of getting bed bugs, but in order to really feel safe, you have to be a crazy person and it takes over your life, especially if you travel a fair amount.
On a related note, I personally believe body chemistry has a big effect on either one's attractiveness to the bugs or the severity of skin reactions to their bites. Throughout my whole ordeal, my girlfriend was never bitten, but I was bitten perhaps a hundred times. I also was able to catch a few of the critters and show them to a professional, who confirmed they were bed bugs, so I eliminated the possibility of a weird skin disease (which I definitely spent an inordinate amount of time investigating, further evidencing the craziness of getting bed bugs).
Sorry for the downer of a story, but I guess the fact that I got through it means it's a happy ending...