Sticky boards for the win. Small piece of 2x4 over the stuck critter and a smack of the 2x4 with a hammer after you catch them.
Inspect all straw bales, feed sacks (deer corn, dog food, bird seed, etc) before bringing inside house or shed. I brought a bag of dog food home from Kroger last summer and w/in a week had caught 11 fvckin mice. Found a small hole in the dog food, some of the feed scattered around it and a big damn nest built inside it the day after bringing it inside. My wife no longer insists that I kill king or rat snakes. Happened once before with a bale of straw in the basement, got it home from the co-op and started seeing mice right away. Went to the bale and there was a momma, a bunch of hairless babies and a basement full of the bast-ards. Put my neighbors 2 cats down there for a couple days and end of story.