I bought a house for a needy family member and it came with free bedbugs. Did a lot of research and ended up using cold and diatomaceous earth. Here is what I found from doing this and reading a ton about it:
Heat, cold, and diatomaceous earth all kill bedbugs.
Cold --
I've successfully rid a home of bedbugs by turning off the water, blowing out the pipes, pouring antifreeze in toilets, tanks, and u-traps, then opening the windows in January to let the house freeze (this in a northern climate). Temperatures in the house hovered between -20F and 40F for two months. Not extremely practical, but nobody was living in the house. And it worked. The infestation was crazy (millions) and this apparently killed the bugs and the eggs. I think the important thing here might be (and this is conjecture) that eggs likely hatched on warmer days, then it would freeze again and kill the starving critters.
Heat --
Close your windows, remove any aerosol cans, gas cans, hydrocarbons, clean out and turn off your fridge, get your food out. Common sense things. Take off your baseboards to allow air to circulate better there. Then heat your house to 60C for a few days, using fans to blow the air around. I've never tried this, but logic says it would work. Problem, there may be leaks to the outside, e.g. in a wall, that keep a space cool and the bugs don't all die. Probably best to get an infrared camera and use that to make sure everything is heated enough. Or, get a pro to do this.
Diatomaceous Earth (DE) --
First, see warnings in comments below. DE is like micro glass shards, and totally natural (shells and remains from dead ocean diatoms - but 'natural' doesn't mean it is safe to breathe). Take off baseboards and remove outlet covers. Sprinkle DE behind baseboards and inside outlets, cracks in floors and walls, and blow under drywall. Use other methods for your bedding because you probably don't want to breathe DE. It kills by bleeding out the poor bastards, poking them so they loose all their moisture. You need to have it around for each hatch, and gotta get enough of it so it kills them before they lay eggs. Hence several weeks.
As you can see, anything other than concentrated chemicals is a PITA.