Unfortunately, you can't kill a bed bug with cockroach spray. The hardy little insects can not only go a year without food, but they're elusive, hard-to-see pests. Fortunately, there are ways to disperse even nasty infestations.
Bed bugs are blood-sucking insects that feed at night from sleeping victims. Therefore, you may not see much of them. They are very small, crawling bugs without wings and with an oval shape. They are normally a rusty red, but after a feeding, their bodies swell, and they brighten to more of a blood red.
If you have a bed bug infestation, the first evidence you'll find is on your skin. A bed bug feeding leaves a welt, an itchy red bump, or several. A bed bug bite isn't dangerous. Unlike mosquitoes, they don't carry diseases, although allergic reactions to their saliva are possible. As a nuisance, though, they're maddening, and finding spots of blood or squashed insects in your sheets is never good.
Bed bugs don't live only in beds, but they do love all those crevices in headboards and bed frames, not to mention the seams of the mattress. They can also hide in clothing, wall cracks, carpets or furniture. One infestee even reported bed bugs in her books and video cassettes.
It may be tempting to bring out the cockroach spray and have at it. However, cockroach spray is completely ineffective against bed bugs, and so are any other sprays intended for other insects. According to the New Jersey Department of Health bed bug fact sheet, if you do buy an insecticide, make certain that it's for bed bugs only, and check for "pyrethrins" in the ingredients. Make sure it's labeled for household use and, even then, never spray sofas or mattresses. Keep your attack to likely cracks or anywhere safe-to-spray you've seen the bugs.
Even if you've left the cockroach spray in the closet and bought a bed bug spray, insecticides won't solve everything, especially since it's unadvisable to spray them where people sleep. Clean everything thoroughly, steam-vacuum carpets and put zippered, waterproof mattress covers on the bed, which will hopefully suffocate trapped bugs. This still may not be enough, and you may want to hire a professional. The best solution is always prevention: wash all clothes and bedding thoroughly after a trip, inspect every used bit of furniture before bringing it home, and never take in discarded furniture.