The key to remember when dealing with these is two things:
Bed bugs = bad
Dust Mites = good
Dust mites just eat the dead skin cells we leave behind. I have no problem with that.
Bed bugs on the other hand are evil. They are like microscopic mosqitoes that suck your blood in the middle of the night. The easiest way to kill these in a mattress is just to buy a plastic full zip cover and they eventually die. After being encased in a plastic mattress cover for a few days they stop moving and "look" lifless BUT it actually can take up to 12 months for them to die completely and never come back again. Here's a great inforgraphic on the little critters.
Via: Allergy Asthma Technology