Head Straight for the Bathroom
You probably don't make a habit of heading immediately for the bathroom as soon as you open the door to your hotel room (unless it was a particularly long drive to get there). You should probably adopt that habit starting now.
When you enter your room, carry your bags into the bathroom or any other tiled (or linoleum-floored) space. Do not put them on the carpeted floor. Do not put them on the bed. Do not even put them on the luggage rack. If the room has bed bugs, any of those spots can be playing host.
Non-porous flooring puts you at the advantage. Not only does tile give bed bugs nowhere to hide, but it also makes them a lot easier to spot should they scurry across the floor. Until you've inspected your room for bed bugs and their signs, keep your luggage -- and your coat, hat and travel pillow, for that matter -- safely on the tile.