Combine pest control strips with your luggage. 1) Buy this. 2) Stick it (opened) in an empty suitcase. 3) Put the suitcase in a sealed garbage bag for a couple weeks, and voila! Fumigated suitcase.
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."