The ants, roaches, and rodents are bad enough, but the accursed bedbugs get into your suitcases and clothes, and hitch a ride home with you.
Always carry something called silica gel or diatomaceous earth with you, and sprinkle it around your suitcase, and maybe along the bedposts. Both these substances are composed of very finely divided particles, and they clog up the breathing pores of the bedbugs, ants and roaches, leaving them to die of asphyxiation. And pretty quickly, too. It just makes the mice sneeze, but the lice and fleas on then die right away.
Diatomaceous earth is literally the skeletons of diatoms (algae). Very neat stuff.