I found one single bed bug (or two). I killed it (or them). Do I still need to worry?
In a word, yes. If you saw a bed bug at home, even one, you have more. Often, the first signs of bed bug infestations go unnoticed, and it is rare to see a bed bug early on.
Bed bugs are extremely efficient hiders. By night, they pad across their victims sleeping skin with footsteps lighter than air. After the meal, they creep out of sight into the tiny, almost unnoticable cracks in seams, walls or flooring. Every 4 or 5 days, they discreetly revisit. Meanwhile, they lay 4-5 eggs per day. After 10 days of egg growth, you have a new family of bedbugs have taken hold. It can take weeks or months for your skin to react and alert you. By that point, a colony of parasites are feasting on your blood every few days. My point: It is rare to notice bed bugs by accident early in an infestation, and the chances you found the only one in your home before it had a chance to lay eggs are pretty low. Very low, sorry. Winning lottery number low. Search your home for more bugs before the infestation worsens. You should also begin taking precautions at this point not to spread the infestation to places you visit or other areas of your home. Youtube video of how bad it can get, and worse than that.
First, do a visual search. Begin looking in the area you found the isolated bug. Look for the bed bugs themselves and their excrements. (see photos). The bugs can range in color and size from the size of a pen's ballpoint to a little larger than an apple seed; color from a transparant sesame seed to the deep reddish brown of the adult bug pictured above. Bed bug excrements look like rust to ash colored specks (small droplets of dried blood). Look especially in seams and crevices of furniture and along the spot where wall meets floor near couches or beds in your home (or any furnature you commonly stay still in for legnths of time). Before concluding, look especially in living and relaxing rooms and especially in your bedrooms near beds. Look deeply at box springs and mattresses. When searching dark furniture, using scotch or clear packing tape can help.
Youtube video of an example search. Note: at the end of the video, the PCO says he can treat the infestation with one application in a half hour. An infestation that size would more likely need multiple treatments.
"I searched really well and didn't find any other evidence of bed bugs... Do I still need to worry?"
Sorry, yes again. The good news is if your thorough visual inspection did not turn up any evidence of bed bugs, you may have a small infestation (or searched poorly, in which case: see how-to video). The bad news is that you will have a harder time pinpointing where the bed bugs are hiding out. A local pest control team with a bug bug dog can help immensely by sniffing your little parasite colony where they hide.