Reduce clutter in your home, and wash clothing and bedding often. The less often your fabrics drag across the floor and the more often they get nuked in a dryer, the lower your chances of getting bed bugs are.
Seriously, get mattress, box spring, and pillow encasements. They'll be cheaper than anything remotely involving a professional extermination.
Use the Bed Bug Registry. It's a service that lets you look up and report bed bug activity just about anywhere. When you travel and stay in hotels, pack a black light.
Count your blessings. "I worked on a case on the Upper West Side a couple years ago," says King of M&M, launching into a horrific story. "The people living there had these built-in wall units on every wall. Every wall was lined with books, tens of thousands of books, with bed bugs just crawling across them and walking across the ceiling. It was a very heavy infestation. Even their beds and couches were built-in. In that situation, no amount of spraying could ever fix it. It involved, like I said, contractors, carpenters, a moving company. Everything had to be disassembled."