If I go to an infested apartment, then when I leave I check my shoes very carefully for bugs that may have crawled onto them. I also keep a change of clothes in my garage and put them on before entering my house. Once inside, I immediately put the clothes I wore to the infested apartment in the dryer, which is located in a room just off the garage.
I recently stayed at a nice resort and ended up with bed bug bites. Since I was on vacation, I had nothing with me for itching except (and don’t laugh) hemorrhoid wipes. I was desperate so I tried one and the itching would stop for a few hours (unless something touched the bites). Now after reading the posts here I see that witch hazel and aloe, both of which are in these wipes, are one of the better treatments for the itching. The wipes were great, they are “wipes to go” which means individually wrapped so I could carry one in my purse and use it throughout the day as needed and then just fold it up and put it back into the wrapper til next time. These can be bought OTC at any pharmacy and I have the store brand, not name brand.
If the bed bugs are coming from someplace other than your bed, I’d sprinkle uncalcinated diatomaceous earth around cluttered areas and the walls, and bleach the crap out of surrounding furniture. What the diatomaceous earth does is basically attach to their exoskeleton, dehydrate the insect, and they’ll either die of dehydration or get shredded apart as they crawl. Unless your pet or kid would directly eat the diatomaceous earth, it is safe to be in contact with since it’s not a chemical pesticide and it’s fairly cheap.
Dusts have been used to ward off insects from grain storage for centuries, including plant ash, lime, dolomite, certain types of soil, and diatomaceous earth or Kieselguhr.[60] Of these, diatomaceous earth in particular has seen a revival as a nontoxic (when in amorphous form) residual pesticide for bed bug abatement. While diatomaceous earth performed poorly, silica gel may be effective.[61][62]
Mechanical approaches, such as vacuuming up the insects and heat-treating or wrapping mattresses, are effective.[3][6] An hour at a temperature of 45 °C (113 °F) or over, or two hours at less than −17 °C (1 °F) kills them.[6] This may include a domestic clothes drier for fabric or a commercial steamer. Bed bugs and their eggs will die on contact when exposed to surface temperatures above 180 degrees and a steamer can reach well above 230 degrees.[31][15] A study found 100% mortality rates for bed bugs exposed to temperatures greater than 50 °C (122 °F) for more than 2 minutes. The study recommended maintaining temperatures of above 48 °C for more than 20 min to effectively kill all life stages of bed bugs, and because in practice treatment times of 6 to 8 hours are used to account for cracks and indoor clutter.[32] This method is expensive and has caused fires.[6][15] Starving them is not effective as they can survive without eating for 100 to 300 days, depending on temperature.[6] One expert recommends not trying to get rid of bed bugs exclusively on one's own.[29]
Caregivers, firefighters, and other service providers are sometimes required to enter and work in bed bug-infested dwellings. In doing so, there is the potential to transport some bugs home or to the workplace. It should be noted that bed bugs do not fly, nor jump onto people/pets as fleas do. During the day, bed bugs usually remain hidden and immobile, becoming more active at night when seeking a host. Consequently, the chance of picking up bed bugs by merely walking into an infested dwelling during the day is unlikely. The risk may increase while providing care but can be lessened by taking some precautions. 
Thank you so much for all the information. I just found a bed bug in my room at 5:00 AM in the morning. I have been getting these red itchy rashes for more than 2weeks . It’s extremely annoying and in spite of looking every where , I couldn’t find anything. These Biggs are so difficult to find. Now after reading this I feel they are even more difficult to eradicate.

Thanks so much to the person who mentioned the hot/cold water method! I think when you do it when you first notice the bites, It will keep them from becoming huge, itchy welts! I run hot water over the bites and I feel a sense of relief, as if I’m scratching the bite, without actually scratching it. The area turns pink, and I keep going until the relief sensation has subsided, then I run cold water over the area. Works great and it does last for hours!

While cleaning up infested areas will be helpful in controlling bedbugs, getting rid of them usually requires chemical treatments. Because treating your bed and bedroom with insecticides can be harmful, it is important to use products that can be used safely in bedrooms. Do not treat mattresses and bedding unless the label specifically says you can use them on bedding.