I've read that tip before (about placing your luggage on a rack, or even in the bathtub), when you first go into a hotel room. Then you are supposed to exam the room carefully and if you see any sign of bedbug infestation, do not pass go, do not collect $200, but get the heck outta there!
Then I read someplace else that you can forget about that tip, because your luggage can pick up the beginnings of a bedbug infestation from contact (even if it's only secondary contact) with other luggage in the airport, or on a plane, or in the trunk of a taxi. Very discouraging.
