It is actually rather easy, I just grab the tail and wack them off a hard floor. Kills them instantly if done hard enough, and often with little to no blood involved. For the queezy, they can be put in a pillow can and smalled off a flat surface, same effect, and works equally as well. There is also gasing, which I have done. We get dry ice some times, just stick them in a container with a piece of it. The stuff turns into carbon dioxide when it warms up, takes a while though. Never did it again cause the mouse started squeeking. You could also put it in water, then you'd create a dense gas that would knock it out in a minute, and kill it in 2 or 3. Rodent dealers use gas, but for keepers it isn't reasonable cause it's expensive. I just happened to have it handy. It makes damn good explosions tho.

You can also snap their necks, takes practice. Slamming works best though.