The research has been widely publicized that bed bugs have developed a resistance even an immunity to many pesticides. So spraying bed bugs to ELIMINATE an infestation will not work. You may kill a few with sprays but heat, steam, the vacuum, and a lot of elbow grease are the best tools to eliminate an infestation. Pesticide chemicals (the harsh stuff, the botanicals, or even the natural oils) all have a repellent characteristic that bed bugs are particularly attune to. If you spray it on the bed bugs you find, it will likely kill them, but the ones you miss will be driven into hiding away from the sprayed areas. This will expand your infestation area significantly and make the remediation effort harder.
However, if you don’t have an infestation yet, the story is a bit different. Lets take this resistance and repellent problem and use it to our advantage. If you find an over-the-counter spray with a repellent nature, then spray it on your suitcase, briefcase, or even clothes when traveling. When bed bugs are looking for an item to hitchhike on, they will likely choose another bag that does not have repellent. This should help you avoid bringing them home.
That being said, your personal items are the ONLY things you should spray. Using the spray on a hotel bed will do nothing to protect you and only expand the infestation as described above.