We had them a few years ago, but fortunately I react (only one in my house who does) so we caught them early. We had the heat treatment as we were fortunate to be able to afford it and the chemical treatments didn't seem that reliable - apparently they have built up a resistance to it and it can cause them to "scatter" to other areas of your house and go into hiding for a while. They can survive for a long time without feeding so if they do this you can think they're gone for a good amount of time before they pop up again. Bloody hateful things.
The heat treatment worked and the guy who did it also put a powder down around the legs of the beds 2 weeks later for any remaining ones (I think he said it made the females infertile but might be wrong). I wasn't bitten once after the first heat treatment, though, £1000 well-spent as far as I'm concerned. We didn't have to throw anything out, either, just de-clutter a bit and hoover thoroughly before he arrived, so by the time you factor in replacing beds/mattresses etc. with other methods the heat treatment probably wasn't that expensive after all. It's been years now and no sign of the little bastards since, so it did work. I am absolutely paranoid about them, though, so mentally it's definitely affected me a bit, which sounds daft, but I think the distress they cause is really underestimated until you're actually trying to deal with them.
Apparently lots of people blame hotels/hospitals, but a really common way they get into houses is through clothes purchases, especially second-hand/charity shops (which I buy a lot of) and retailers with big warehouses where a single item returned from a house with bed bugs can cause an infestation. I am certain that's how how we got them. I tumble dry absolutely every item of clothing that comes into my house now before I put it on, even cashmere etc. as so long as it is dry it won't damage or shrink it but 90 mins at 50 degrees will kill the bugs/eggs. Also throw packaging away in an outside bin and open outside by the bin if you can. Be aware you need to freeze items for days (literally) if you want to kill them, especially the eggs, so heat is a more reliable way to kill them.
Hope you manage to get it sorted. It is really horrible so you have my sympathy.