Here's some helpful advice from http://www.msnbc.msn.com/id/11877871/
1. Peel back the bedsheets and check the mattress, running your fingers along the upper and lower seams. Make sure to check the mattress tag, bed bugs often hide there. (Another site also suggests watching for beds up against walls because they love those. (I had rented a European single so the bed was pushed up against the wall to save space. Was another sign I missed.)
2. Experts recommend removing and examining the headboard if possible. Check for tiny black spots (excrement) that are smaller than poppy seeds. You may also see translucent light brown skins or, in the case of an infestation— live bugs.
3. Check the bedside table. Look for signs of bed bugs in the drawers and along the wall on the side of the bed that is less likely to be disturbed by cleaning staff and guests.
4. You may want to elevate suitcases and keep them off the floor, like on a luggage stand. (This I had done.)
5. If you see powder in the drawers or on the headboard, it is likely that the room has already been treated for bed bugs by an exterminator.
6. If bed bugs are detected, travelers should request for another room. Be sure to inform hotel management.
7. Just moving to a different room may not be the total answer. You should repeat the thorough inspection of any new or different room you are offered.
8. When you pack to leave, inspect your luggage carefully first, and inspect every item as you pack to help detect any bugs or their signs. Laundering most cloth items with typical hot water and detergent followed by drying on low heat for at least 20 minutes (or standard dry cleaning) should kill all bed bugs in or on such items. Sealing freshly-laundered items inside a plastic bag should help keep any more bed bugs from getting in those items later to hide (and be carried back with you).
Also: Bed bugs do leave tiny reddish or black streaks on sheets. If you see those upon checking into a hostel or hotel room, consider grabbing your stuff before crawling hitchhikers hop on it, and cruising straight back to the desk to ask for a new room. (Something I noticed after my bites at the hotel I was at.)
They also don't like cold weather which is good news to us northerners. After doing a thorough search of my luggage and items upon realizing what had happened, I've left my luggage and anything not freezable outside in the below 0 weather and it will stay there a couple days before I bring into my house! Everything else went right into the hot washer. You don't want these things making it into your home.
Some other good advice at: http://bedbugger.com/2006/10/19/faq-how-can-i-avoid-bedbugs-while-traveling/