If you have ever lived in Brooklyn, you know...
Pull the bottom sheet of the bed and pull back the piping along the edge of the mattress. If there are bedbugs, you will see them there. If you find them, demand, at a minimum, a different room. There is no way to protect yourself against bedbugs if the bed is infested.
Better still to get your money back and go elsewhere. If one room is infested, there is a fair chance most of the rooms are infested. The bedbug is a nasty little critter, and very persistant. If a hotel is tolerating an infestation in one room, they probably tolerate an infestation in every room.
Naw I lived in the Bronx for 14 years....not one bed bug.