They attach themselves to our luggages. Or it could be other traveller's luggages that were placed beside ours. This is how bed bugs get to be very pervasive in the US and around the world.
The first thing you should do is to steam off your bed. Use a Karcher or other steamer vacuum to make sure those bugs die.
Second thing is to steam and vacuum your luggages, since they are the common source of the bedbugs.
Next, you must invest in pesticides and spray your bedroom periodically like once in 3 days.
Try to use the pesticides during the day when they are not active.
Also, you must make sure that you spray lots of them around your bed. Not only the bed but the bed bugs can hide in the crevices of the floor.
We should keep our vigilance on bedbugs because they grow exponentially and rapidly. Neighbors are reported to fight as they blame each other on this menacing problem. That should not be the way. We should fight this problem together.
If not controlled, they can ruin our sleep, and hence our moods and lifestyle. There are instances where couples divorce because their moods were adversely affected by bed bugs.
Then if your house constantly receives visitors, make sure he/she take a shower before entering your bedroom. Bedbugs can attach to clothing too, and they make their way to the bed surreptitiously and unscrupously.
There are many pesticide companies that deal with bedbugs and you have to be careful when employing them. Mostly they use chemical methods to eradicate the bed bugs. But those chemical may harm your pets, since their chemical are usually toxic.
Also, to alleviate the itch on the bedbugs, you can use Tiger balm or aloe vera. Those two works to soothe the itch and repair your skin. Do not ever scratch. Scratching make it worse and could make scars on your skin.