We tried food grade DE and it wasn't successful. Finally found something called Tempo Dust at
http://www.domyownpestcontrol.com/
I used a paintbrush to dry dust areas and furniture, and also added water to make a milky liquid that can be painted on that would stick along baseboards, doorways, furniture legs, under boxsprings, bed frames, around outlets etc. You have to make it where they cannot move anywhere without coming into contact with the powder.
Trick is to create a perimeter where they must come into contact with the powder to GET YOU.
Using the "paint" keeps it where you put it, especially on vertical surfaces, which is what they use to climb.
Haven't seen a single bug in over a year, neither has my neighbor, which I gave some DE to, and told him what to do.