I eat them out of the sky
Just wait until they land on a wall or other surface, then whack them with a rolled up paper. As long as you swing as hard as you can, you'll be surprised how easy it is to catch them before they fly off.
If you don't want to have to clean up a squishy mess, it's also surprisingly easy to shoo them out of an open door too - just keep swatting at them with a towel or something until they fly in the right direction. Doors are better than windows for this.
I have a battery of Flak 88 set up converging around my Light fitting.