Skip the vacuum. this is what you do. You remove all the clothes, bedding and stuff in the room and wash it.That will kill whats in there. High heat in the dryer. Wash/ Dry everything twice back to back. Everything you cant wash pack and seal into black plastic garbage bags and take outside if possible to a sunny location. This is where solar power to cook them comes in handy. So papers etc, Anything questionable and question EVERYTHING ! Leave the bags outside for a few days, a week if you can. Cook what ever is in there. If it is rainy or snowy, your screwed for this step and on your own, but you have the idea of what needs to be done so be creative and don't burn down the house.
Next Bed Bug Spray. Can find it at Home Depot and spray the corners of all the wall junctures. Where the wall meets both floor and ceiling and other walls. They are crawling up the wall to navigate your ceiling and then air bomb back down, as close to your face as possible since they sense CO2 and the humidity of your breath. Bed Bugs love walls, they only come visit you to feed, mate, lay eggs and use you as their personal nursery / milking cow for their young.
Make sure if your beds headrest is under a window to remove drapery, blinds, shutters bamboo curtains etc. That will be like them being Thomas Jefferson moving on up to the East Side to that big deluxe condo in the sky..which just happens to be over your head.
Then go atomic and bug bomb the room. Nuke it. Also, if you can afford it, seal the windows in the room and crank the heat up. Seal bottom of door so they don't come charging out like sappers at you during the Tet Offensive of 68. If you can throw a dehumidifier in there at the same time, even better.
You have to be meticulous, and Spray that Bed Bug Spray all around every corner of your mattresses as well. Douse it 3 dimensionally. Also get some of sliding furniture moving disks, Get the ones that look like a upside down frisbee with foam in it. Put them under your bed posts. Then spray the hell out of them so the foam absorbs it. This will help prevent them from crawling back up to you from the floor, since they have not 1 but 2 barriers to cross The wall of the upside down disk and the poison bath in the foam, their only link to get to you from the floor now, will be if some of your bedding touches the floor. Spray and Pray. Inspect all treated areas multiple times everyday. Pay special attention to your mattress set up ( obviously) but also special attention to the walls and corners at the ceiling, since this is now the only way they can reach you. You have won the ground war so all they have now is the resistance fighters that might left in the mattress, box spring, bed stand,( etc) and aerial attacks.
Google what they look like, Memorize the face of your enemy. Get yerself edjumacted. You are at War.
When I had them I lost my #@$..I was in killing freak out mode for a few weeks. I won and they never came back. VITCORY ! I even impaled one on a tac and put it at my front door as a warning to the others.
Also, take clothes dryer sheets and lay them between the box spring and the mattress in each of the corners, I used 2 a corner and another 1 per corner between the mattress and the comforter pad. Dryer pads serious jacks them up, messes with their shell during molting and they dry out, think its the softening compounds.
(Note: This is a good preventive measure as well and every couple sheet changes I will still lay a dryer sheet in each corner)
Your enemy is ruthless, so learn their habits. They need humidity and they need to remain in close proximity to you to survive, they like crevices and breed fast. They prefer dark places and just like vampires they only exist to feed off your blood. They hate high heat, dry conditions and puppies. They don't like it when you constantly wash the sheets and don't "make" your bed, since a unmade bed makes it harder for them to maneuver around
I wish you the best of Luck, I hope that you will stand beside me, basking in the glory of Victory soon.