Up here in Canada we prefer to get up close and personal eh?
A trimmed corn broom with 2" nails stuck through it and then duct taped in place works well for mice and squirrels and a hockey stick works for rats. If you whack them enough times they stop moving.
For when our yard is invaded by muskrats and the like we have a 12 gauge Remington pump-action loaded with #9 lead shot. We just have to be careful of the dog.