Check a website like The Bed Bug Registry or Bed Bug Reports before you reserve a room. While not an exhaustive list, these sites can help filter out confirmed infested hotels and motels.
Place your luggage outside of the room, on a luggage stand away from a wall, or the bathtub upon arrival. Bedbugs can infest your belongings, and placing your suitcases on the floor or near a wall can pick up eggs. Before you do any searching in the room, be sure that your luggage is in a safe spot. If you cannot keep bags from touching the walls, use a luggage stand that is placed away from a wall or place them in an empty bathtub before you start to search.
Examine the bed first. Put on a pair of rubber gloves. If the headboard is attached to the wall, this can be a prime hiding spot for bedbugs. Lift up the mattress and check underneath it for bedbug droppings. These are brownish red and can be as small as a poppy seed. Check the folds of the mattress and box-spring with your finger for any bugs or droppings. Also, unmake the bed and check for reddish-brown droppings there. Take care not to place the blankets, pillows, or bedsheets on the floor.
Check drawers and behind pictures for pesticide powder. Any strange white powder found in drawers, behind pictures, or in corners is a sign of an exterminator's visit and possible bedbug infestation. Inquire with the hotel staff if any strange powder is found and be sure to wash your hands after disposing of the gloves.