A couple of months ago I saw threads about bed bugs. To tell you the truth, I had no idea these things existed anymore. I was really freaked out (freaked out a little too much...

). Anyway, I researched what to look for so I would be well-informed.
I like to be uber-careful - so I made sure we did a proper search of the room. Once we got to the WL, we put our bags down on the balcony. Hubby pulled up all the sheets and the mattress pad to check the mattress (which was really clean looking

). He checked under the mattress and behind the headboards and such. We didn't find anything (thankfully), but it made me feel a lot more comfortable to check.
We also kept our bookbags (all we took) sealed in those HUGE ziploc bags in the closet.
Once we got home I kept the bookbags in huge ziploc bags except when I yanked stuff out (we live in an apt so no garage).
Anyway, I'm happy to say it has been a month and we had no problems. I know I sound overly cautious, but I got so freaked out about the possiblity of bringing those things back to our apt (which means they would most likely spread to other units...

) that I was over-careful. But, it made me feel better and really wasn't a hassle.
My advice would be to educate yourself on the internet for what to look for (a lot of web sites will have pics of what an infested mattress, headboard, etc) will look like. Know what to check for, and and when you get to your hotel room, give it a once over before you put any of your luggage down in the room (unless you put it on the luggage racks or in the bathroom).
I know it can seem really scary, but the best thing is to try to go about it in a level-headed way. I understand how your friend feels because I was feeling that way, too. But, you have to remember, how many times have you stayed in a hotel without getting them? It is not a LIKELY thing, but it is a POSSIBLE thing.