You know, I've looked, and I still have never been able to see a chigger. I've had many bites, but I've just never been able to visualize the actual beasts. I've found the tiniest ticks ever, but never chiggers. (I have a microscope).
I just spent a couple of days hiking in the Ozarks, and am now covered with chigger bites about 24-48 hours later. Fabulous.
Never seen one myself, either, and I have quite a few itchy bites right now. I'm never quite sure if they are chiggers, since the tick bites will itch too.
Here's an interesting article in How Stuff Works...
http://animals.howstuffworks.com/insects/chigger3.htm
One of the points made is that they might wander your body for awhile before biting, so the hot shower on return is a good idea.