I've done quite a bit of reading on this after seeing a show on one of those news programs.
First of all, it doesn't matter how expensive or clean a hotel is. Bed bugs don't care! Changing the bedding also will not get rid of them. They are VERY difficult to get rid of. They hide in the walls, lamps, curtins, behind the head board, bed frame, and even picture frames! So just throwing away the mattress won't work either!
Second of all don't panic, just make sure you check your room out when you arrive. It only takes a few minutes! Pull back the sheets, look at the mattress. Especially the creases (they like to hide there). Not only look for the bugs. They are small but visable (brown to reddish color, flat bugs). But also look for their "droppings". Which is a reddish brown stain. Check behind the head board and around the frame.
If that all checks out, give the lamp shapes a look, and behind the curtains. As well as open the dresser drawers, and look behind the picture frames.
It sounds like a lot, but it only take me 10 minutes usually. This way I can sleep better and lessen my risk of taking them HOME with me!