Ordinarily I've used humane traps, which have caught the odd one.. but I'm really starting to see the logic in using ones that kill. They get so wily, they steal the food out of my array of humane traps. And with it coming up to courgette/squash sowing season...
The ones that I really wouldn't use are glue traps - apparently mice get so frightened, they tend to chew their limbs off in order to escape. :(