I'm jumping on the train a little late, but I had bedbugs for YEARS; they even followed me from one apartment to my new home. Over that period, I tried just about every company and every method professionally available, but a couple of months was the longest it ever was before I woke up with bloody sheets again.
Turns out the bastards were living in the jackets of the thousands of LPs on the shelves that cover two of my bedroom walls, so the heat treatment was out. But it's been almost exactly a year now since (with a friend's help) I tried a natural, nontoxic remedy that's kept me from any further problems.
It's called CedarCide Bed Bug Killer Spray (corny as hell, I know) (http://www.cedarcide.com/). Don't let the amateurish Web site put you off as it almost did me. In my case, what I had to do was remove all the records from all the shelves, then spray the stuff onto all the interior surfaces of them, focusing especially on the junctions of horizontal-to-vertical boards and the front surface of the shelving, as well as where they met the floor. In other words, I thought of every place they'd have to crawl over in order to get from the shelves to me and blasted the crap out of it.
The records went back in and, even in the cases where the shelving was still wet, there was no staining or damage of any kind. For good measure, I also filled little cups with the liquid and put them around the legs of the bed where they sat on the floor.
Predictably, CedarCide's spray has a very strong cedar smell, cedar oil being the active ingredient and all, but I found it more than tolerable, and it wasn't very noticeable anymore after about a week. Best of all, unlike all the other poisonous and environmentally hazardous stuff that had been used before, this posed no potential harm to me or my cat, and neither of us had to evacuate the home at all for any period.
As I said, it's a year later, and nothin'. I swear by this stuff. Four of the spray bottles linked below did the trick. Obviously, you have to know where the bugs are living in order to intercept their path to you, but if you can do that, you're home free. By the way, your finger might get a little tired of pulling the trigger on the spray bottle, but rest, switch it up, and get a friend to help; I can't imagine the infestation so serious that the fogger would be called for, though I imagine that, unfortunately, such places exist.
Here's the link straight to the specific product that worked for me; good luck!
http://www.cedarcidestore.com/catalog/item/3580888/3194699.htm