I am scared to death of bedbugs (and lice, but since this isn't a summer camp or elementary school forum, I'll stick to the bedbug discussion).
In addition to checking the bedbug registry, and doing what plutosgrl said, I pull back the sheet and mattress cover on each bed, up near the headboard, and lift the mattress seams, and then lift the whole mattress up at the top corner to make sure I don't see any signs (which are supposed to be little black smudges dotting the mattress. Not the bugs themselves, but their droppings. ick.).
We've stayed in 6 disney resorts in the past 12 months and, thankfully, haven't seen or heard of any problems while at the resorts.
I have also heard that you shouldn't bring your own pillow or blankets into a hotel room, so we leave all that stuff in the car. Also, all suitcases go straight to the laundry room when we get home and everything we took is washed (even if we didn't wear it).
Of course, I'll be the one who ends up getting the critters, because I'm so careful and paranoid, and someone who posts that they never bother about them will never get them. hahaha.