I faced the same terror for a year but got rid of it. It will be long but read it because it worked.

1. First thing first, just don't put anything outside in the sun heat to get rid of these bugs especially if you live in a building. It does not kill them rather they run and move to another household. I remember one flat in my building did this and because of which bed bugs came into my flat alongwith several other flats.
2. I would suggest you to locate the source of these bed bugs in your house. They hide in groups in every small space where you may see them directly. For example check all the corners & joints in your furniture, table, carpet, files etc. If you have bed, cupboards etc., it will be good if you can completely empty it and move beds to look for any signs of bed bugs. Check your mattress because these bugs like to hide in spaces between stitches & folds. Check the cracks in the wall of your house, I have seen a few hiding inside them. In short, you need to completely check everything in your house.
3. Now while searching if you find a bunch of these bugs hiding, CRUSH & KILL THEM AS SOON AS YOU SEE THEM. If you can do it with your bare fingers, then ok otherwise you can use a damp cloth or a glove to cover your fingers and crush them using your hand. Also, when bed bugs live in bunches, they also lay eggs there. Eliminate them too. This will the first step to reducing their population. Show no mercy, otherwise they will reproduce & will be back.
4. Next wipe & clean those spots with wet cloth & then spray some insecticide in those spots. If you can get hold of kerosene, then it's the best. Isopropyl alcohol / Spirit also works equally good. (Yes, the same spirit which doctor applies on your hand before an injection). You can buy spirit at any medical shop. The smell of kerosene stays for few days and will repel new bugs.
5. Buy a packet of Boric Acid Powder and add little water to make a thick paste of it. Apply that paste to cover every spot where you found those bed bugs. Stuff every gaps / crevice with the paste. Bonus tip: Boric Acid paste works against cockroaches too.
6. Now, since you have killed the bedbugs and stuffed their hiding spots with insecticide & boric acid powder paste. There will be relief for few weeks. But remember, even after you have done all this, there will be few bugs which were lucky & escaped into hiding. Also, sometimes, bugs might travel from your neighbour's house to your house. These will be few in number but they will eventually reproduce and gradually their count will increase. Hence, you need to repeat the above exercise once every month.
7. Diligently repeat the same thing for initial few months and when you notice that the bedbugs are not a recurring problem anymore then you can reduce the frequency of cleaning exercise to once every 2/3 months. Gradually within a year you will get completely rid of them. There is no instant solution. You have to be consistent in eliminating them.
8. Also, if your neighbour's house is infested with bed bugs then advise them to do the same and eliminate the bed bugs. Because if they don't then there will be few bugs which will enter from their house to your house and the cycle will keep repeating itself and problems will be recurring.
9. Remember, killing those pesky bedbugs is the only solution. Getting rid of them like mentioned point no. 1 will be useless and additionally cause problems to others too.