I've had go-arounds with two bad bugs, which are the bed bugs, and roaches.

Bed bugs are invidious and multiply where you abide, setting up colonies quickly and moving around relentlessly, feeding on your blood. You know it when you see them on you and find red puncture mark on your skin, plus red marks on your pillow where they defecate.

You must take drastic action to get rid of them or move away. By drastic action I mean:
1) you call a pest control, who will douse your whole residence, making your stay away for 8 hours or so.
2) you can try changing your clothes for each place you settle in your home, to prevent bed bugs from moving with you.
3) there are some bed bug traps and powders you can try, but don't be surprised if they don't eradicate all of them.
4) I have gone so far as to put cups under the feet of all my furniture, including the bed, which bed bugs evidently can't climb.

About roaches, which don't seem to feed on you personally, just infect the kitchen area, you can kill them with insecticides, traps, and powders. My choice for a grugal-living method, which is sure and cheap, is boric acid. I just bought a pound of it at Ebay for about $6.50 and free shipping. An old-time roach killer, boric acid isn't very dangerous to pour around in hidden areas.