I have a small Tupperware container that I use to remove bugs from the house. If they're on the floor, it's pretty easy to get them to walk right into it if you're very slow about it. If they're on the wall, I put the container flush against the wall below them and use the lid to brush them into the container. Then I set them free outside. I don't think any of my neighbors have even noticed and frankly I wouldn't care if they did. Flying insects are harder because I have 8 foot ceilings. All I can do is open the screen door and hope they figure it out and don't fly low enough for the German Shepherd to notice.
Once at work a couple of years ago, some crickets got inside. A couple of them were smashed under people's feet, intentionally and somewhat gleefully it seemed. I saw one and managed to catch him in cupped hands as he jumped (took more than one try, lol). I walked down the hall and set him free outside. I'm sure I got some strange looks and probably a few comments were made. We, especially in America and other places in "the West", have to realize that we live a lifestyle that is completely foreign to most of our countrymen. Many people here see a deer with a beautiful rack of horns as a trophy for their wall and smash any bug they see whether it's even a threat to them or not. They don't, won't, and probably can't understand the compassion that Buddhists practice toward animals. So let them think we're crazy. Who cares?
"The serene and peaceful mind is the true epitome of human achievement." -- Ajahn Chah, Living Dhamma
"To reach beyond fear and danger we must sharpen and widen our vision. We have to pierce through the deceptions that lull us into a comfortable complacency, to take a straight look down into the depths of our existence, without turning away uneasily or running after distractions." -- Bhikkhu Bodhi