Plastic snap traps and peanut butter seems to be the most effective for us.
If you're trying to catch one that's running round the room though (non-lethally) then get a black bin liner and place it with something holding the neck open. Chase the mouse and it'll run for the dark spaces, eventually that'll be the depths of the bag. Then all you need to do is grab the top and it'll be neatly trapped inside ready for you to decide what to do with it at 4am...
We also found that hanging a bird feeder on the apple tree outside the kitchen window was a bad idea. Moved the fridge and found some nice little stashes of bird food - the little buggers were living in the warmth of the kitchen and venturing out to gather their food
Rather large male long-tailed wood mouse is currently enjoying luxury bed & breakfast - with complimentary chocolates - before his chauffeur driven taxi arrives tomorrow morning.
He's really very cute looking and I am already anticipating the pleas to keep him as a pet!