Been there, done that. Still doing it, actually. I must say though, if I had them leaping out of the closet at me, I'm not so sure I could handle it.
Last weekend, I needed something from the attic, and I could hear scrambling in the walls up there. Since the weather warmed, I thought they had all retreated outside-silly me. Still, I live in an old farm house in the country-it would be a much different situation in a city apartment.
Our squirrels aren't that bright. We watched one clinging to the very edge of a far branch on the tree, swinging violently in the wind. He couldn't jump, and it was too windy to climb back. For a good thirty minutes, that stupid squirrel swayed back and forth until it finally figured out how to get back down. Next day, same squirrel (I assume) in the same spot, swaying off the same branch in high winds again. Danny found it all terribly amusing.
I hear they're interesting prepared as a confit-just don't use the brains, as they carry some horrible disease.
Even if you don't care about mad-squirrel-brain disease, you should read the article out of anthropological interest for the description of the ceremonial presentation and eating of the squirrel brains. Really, just go read it.
Squirrels-the new rats.