The Australian Code of Practice (see the Overview) has a useful table that indicates only one pesticide class has any effect on bedbugs: organophosphates.
Only the OPs (diazinon and pirimiphos-methyl) provided 100% mortality within six hours.
Unfortunately, you aren’t getting your hands on Diazinon these days unless you’re a licensed pest control operator. Even then, it’s heavily restricted and, hey, not something you’d want to sprinkle on your favorite chair anyway.
All of the other pesticides are, by and large, totally useless on contemporary pesticide-resistant bedbug strains. This includes all the pyrethrins and permethrins labeled and sold for bedbug control, both online and in big-box retail stores. In the words of the CoP:
In the study, the natural pyrethrins provided no control and the 3rd generation SPs (permethrin) virtually no control.
What’s left is diatomaceous earth (DE), which is essentially silicate glass from diatom shells, crushed to a fine powder.
We had several pounds of DE that Mary had been using for slug control in her gardens and were delighted to find that it worked reasonably well for bed bugs. As the CoP says:
It is especially effective on juvenile bed bug stages […] . The mode of action is not rapid like other insecticides and it may take some days before death ensues.
There are two classes of DE: agricultural and filter. The latter has undergone additional processing after crushing that renders it useless for pest control; perhaps the corners get rounded off. You want ordinary agricultural DE, not pool filter media. You do not need anything fancy; special “DE for Bed Bugs” is (apparently) ordinary DE with a higher price tag.
The general idea is to spread DE on your floor, so that any bed bugs passing through it get a dusting that will dehydrate and eventually kill them. Remember, you must kill every bedbug that bites you, so dusting them on every trip across the floor is a step in the right direction.
Alcohol also works, but only as a direct-contact poison with no residual action (because it evaporates). You can use rubbing alcohol (isopropyl), denatured alcohol (ethanol + methanol), or, if you’re a high roller, just hit ’em with straight vodka (ethanol) shots. An alcohol spray is more suitable for furniture than DE, although it will chew up shellac-based wood finishes, can raise the fibers on the crappy particle board found in most furniture, and may dissolve or distress some plastics.
Both DE and alcohol are cheap and readily available. You need not pay top dollar for special bed bug versions; get ’em in bulk quantities at your local big box home repair retailer (well, not vodka… use denatured alcohol).
None of the other pesticide products you may have seen advertised have any effect, regardless of exorbitant price or enthusiastic anecdotal evidence. It’s that simple. Read the CoP (which does not discuss alcohol) and weep.