There are a couple of common ways you can get an infestation:
1) Living in an apartment. Bed bugs often live or crawl in the spaces in between walls as well, and if your neighbors have them, you could as well. That also can make it harder for you to permanently get rid of them, since you've got a potential source until your neighbors take care of their own infestation.
2) Travel. Many hotels have infestations. With international travel, this is even more likely. Bed bugs will often crawl into your luggage and get carried back into your home, and all it takes is one to get an infestation started there, too.
3) Clothing. Sometimes they could get into your house by crawling onto your clothes randomly - but this is actually pretty rare.
4) Used furniture or clothing. This is more common - if you buy used clothes or used furniture, sometimes there can be bed bugs in them (they don't just live in beds, but anywhere near where people sleep). If you bought something used and bring it into your house, that could be where you picked up your own set of bugs.
5) Your occupation. If you regularly go into other people's houses for some reason, you could easily bring bed bugs back with you that way. If you're the cable guy, a plumber, or anybody who goes into other people's houses, you're at risk.
6) Guests. If someone stays at your house, they could bring them over with them. One big source of this is students coming home for the holidays - the dorm rooms could easily pick up an infestation given how many people are coming in and out all the time from all over.
7) Wild animals. This is a kind of rare way people have gotten them, but sometimes people have had animals get into their house for a short period and bring them in with them. Birds and bats are the most common offenders.