Cover up as much as you can. This means wearing long sleeves and pants whenever possible. It also means covering up with sheets when you are sleeping.
Use bug repellent on your body anytime you go outside.
Use bug repellent inside your hotel room. Good places to use the repellent would be areas that bugs could use to enter your room. This would include but is not limited to doorways and windows.
Carry bug repellent with you. When visiting a tropical country you may want to go swimming. The water may wash off the repellent on your body if you had used any previously. Additionally, your own sweat can wash away some of the repellent. Keep the repellent on you so you can reapply anytime you feel it is necessary.
Tuck in your bed sheets when you are sleeping to keep them from draping on the floor. This can help prevent any bugs from crawling up the sheets.