Look for bugs:
I know it is obvious but you cannot talk down the importance of this checking process. You can save your books from bugs only if you detect them well in time. Check your books regularly, turn their pages and see if there is any problem.
Sealing within a zip lock:
When you buy books from a store, you should not ignore the probability of bed bugs as most of the stores do not spray for insects. The first thing you should do is to seal them in a zip lock bag or a plastic bag and leave them for couple of days. This will be enough to exterminate any bed bugs that may have been hiding in the books. Using a plastic bag is a foolproof technique as these bags will not leave any oxygen for the bed bugs.
Extreme cold can do the trick:
Sometimes, bed bugs have gone dormant and lived without food for months so you should go for something with instant action. One way to save your books from bed bugs is to put them in a bag and then place that bag in a freezer. This technique will not only kill the bugs but also eradicate their eggs. However, you must be patient as this will take some time.
Extreme heat kills bed bugs:
If you cannot put your books in refrigerator then you should give them some heat in a microwave oven. Put your books in a bag and place them in the oven. Let the microwave oven do its work for a couple of minutes and then wipe out all the dead bugs. You can also provide them heat by putting the bag of books in the trunk of your car.