IDENTIFY BED BUGS 
There are several pests which can cause skin irritations, rashes and itching, and bed bug treatment is intense, time consuming and can be costly, so it is vital that you are certain that it is bed bugs you are dealing with.
You can try and identify bed bugs yourself or, for a nominal fee, "a bed bug specialist" can inspect your property to make sure you aren't wasting time and money on the wrong pest. When you know where to look, Bed Bugs are easy to see and identify so be wary of rogue pest controllers who state you have an infestation but are unable to show you evidence.
Often the first sign of bed bugs is the bites and resultant itching. These bites are always multiple and in a line. This can be difficult to ascertain if it is a mass of bites but if you have individual or single bites , you are probably not being bitten by bed bugs. Bugs usually only bite in the dead of night and cause an itch reaction the following day or days (this may vary for an individual who works nights and sleeps by day), so daytime, evening or early morning bites are most likely something else, as are random bites as bed bugs will feed every night you are there.
UPDATE: NOT QUITE TRUE! I HAVE DISCOVERED THAT BED BUGS ACTUALLY FEED APPROXIMATELY ONCE A WEEK. LARGER INFESTATIONS WILL APPEAR TO BE FEASTING EVERY NIGHT BUT THIS IS ONLY DUE TO VARIOUS BUGS TAKING THEIR TURN!

A BASE WITH EVIDENCE OF A LARGE INFESTATION
One dilemma with bed bugs is that many people don't react to a small amount of bites (it's actually the anti-coagulant in the bed bugs saliver that you react to) and this can lead to massive infestations that are undetected. This also makes identifying the size of infestations risky as they can be in rooms where people are totally unaware of thier presence. Being an allergic, individual response, often where two people share a bed, one person can be driven mad with itching while the other will suffer no effects even though they are also being bitten!

Bed bug bites on an arm
You should look for bed bugs on the underside of your bases, they can be at the corners, under the protectors, or near the edge of the lip of the underside protective webbing. Slat beds are very popular homes for bed bugs and you will see the spotting at the ends of the slats where they touch the frame, on either side and in knots in the wood. Large infestations will be more widespread and obvious but any sign of spotting on or near your bed should be investigated.
Many "experts" suggest the mattress is the prime habitat of bed bugs but in my experience, this is only once the infestation becomes very large, rarely in the initial stages.
Adult bed bugs are similiar to small cockroaches in appearance, however they have a more rounded body with six legs and are very flat when viewed laterally. They are the size of a lady bird beetle or an apple seed, but have no wings, are about 5mm long and appear dark, reddy brown in colour (they are actually quite transperant and it is our blood that gives bed bugs the dark appearance).

An adult bed bug in a mans palm
The bed bug body becomes elongated after it has gorged on your blood but would only appear like this if captured soon after feeding.

Two adults, one elongated directly after a blood meal.

Bed bugs are like a sack of blood and the resultant burst of blood when squashed can be a help to bed bug identification and an ease to frustration!
Adult bed bug on skin.
As I will describe in the bed bug habits page, the lifecycle of a bed bug starts as a 1mm, tiny white egg, bed bugs then go through five stages or instars, initially being only 1.2 -1.3 mm and transperant in the first stage and virtually invisible to our eyes. They can only progress through the life stages by taking a blood meal.
Locating bed bugs can be a task in itself as they are allegedly light sensitive, so often hide in concealed nests by day. The flattened body of the bed bug allows them to slip into tiny cracks, crevices, folds or joints, so even adults can be difficult to find. When trying to locate bed bugs, you should look out for the spotting that occurs around a nest. Little clusters of dark spots, similar to fly specks, are the feaces of the bed bug and surround the nesting bed bug. When wiped with a damp cloth or tissue, the spotting smudges like the dry blood it is.
This spotting can be intense, as in the photos, or very minor with only one or two spots.
Bed bugs prefer certain substances like soft wood, paper, cardboard and cloth materials but never assume they are not in other areas like inside pipes in metal beds, in shoes and leather bags etc. An assumption like that will lead to failed treatments and a lot of frustration and cost.Bed bugs are slow moving and clumsy so if you see bugs sprinting across surfaces, they are probably not bed bugs. Bed bugs generally only move about at night unless they are disturbed by movement or the application of random pesticides. If you want to catch a bed bug on you, expect to find them between midnight and four am.
Bed bugs and the associated spotting on a bedside cabinet
Bed bugs generally don't move very far but will spread as the population grows, so it is urgent to treat bed bugs as soon as possible, to minimise costs and to maximise the chance of total eradication.
If you are unsure and cannot find a bed bug, you can wrap wide, double sided tape around your bed and isolate it from walls, floor and furniture, the bed bugs will adhere to the tape when they sneak out to feed on you at night, or you can be certain by contacting A BED BUG SPECIALIST for an inspection.