I have traveled more than some and less than others but one of the most useful tools I have used on my travels is a sleeping bag liner.

I had a friend who went to South East Asia and I lent it to her. She said that she packed it along just because I suggested it. However when she got there having that little layer of home between you and questionable sheets made the difference between a good nights sleep and bed bug paranoia.

http://www.youtube.com/watch?v=kdQO0kogSNk

Step 1: Sew the Edges Together

The process couldnt be any easier, first take an old sheet (if I had some Smurf sheets I would have used them but I had good old flowered sheets). Fold it in half and sew around two of the open edges, making a big bag.

Step 2: Customization

You are done.

You could make it fancier by putting a drawstring on the top.
Making more of a mummy bag.

Adding a pocket for a wallet/passport/ any thing you want to keep close while you sleep.

If you arent sleeping in it they also make a good laundry bag.

Hope that helps and happy travels.