Here is the best and easiest way to catch a bed bug (or any bug for that matter):  Use a scotch tape or other sticky tape and apply it to it.  Try not to press too hard so we can still identify it.  You can then
take a close up picture and e-mail it to us or your pest control  company.  Like this post if you think this is a great way to catch a bed bug.
1. Cimex in a vial
Photo courtesy of Louis N. Sorkin, B.C.E., Entsult Associates, Inc