I've had this problem a couple of times and i've found a couple of thing that work really well but there's one method I use that works perfect for me.

Take the mouse and put it in a plastic bag, as soon as its in the bag start spinning it around your head. Don't try and whip it around hard because it can kill the mouse (it actually happened to me once), just spin it enough that inertia(sp) keeps it in the bottom of the bag and the bag in the air. After about a minute take the mouse out. They're usually so dizzy they cant move and the one I had that could move could only take a few wobbly steps.

Of course if you want to just kill it theres just an extra step of smacking the bag against a table or counter. It kills them so fast I doubt there's any pain at all.