My habit is to capture spiders I find in the house and carefully transport them outdoors. I can then feel good about not harming another living thing who's just trying to survive, just like me.
Several years ago we had a fairly involved construction project going on at the house (in NJ) that lasted several months. As a result, I had to deal with mice. To keep them from getting into the “porous” area around the house I went out and bought a bunch of these traps called the “Tin Cat”, essentially a have a heart style trap giving you the option of releasing or drowning the mice.
I caught 4 mice (determined that after I let them go) and brought the trap to a field away from any houses to let them go. I opened up the trap and shook them out … it was at that point I wish I had brought a video camera … in a matter of seconds, several small birds came swooping down and grabbed them (I think a couple of the birds were cardinals and I think robins … is that possible?). For a moment in time I just watched 4 mice flying away in the talons of these birds thinking to myself … man, what an idiot I am … but, of all the stupid things I’ve done, it does rank up there (at least visually) on the hysterically funny scale.