Just hold the mouse by the tail and slam him aginst the edge of a shelf, It's usually very quick and more painful for you than him.
Of course I like just to streach them, just grab them by the tail set them on a flat surface and grab them behind the head with two fingers. Pull in opposite directions qiuck and hard and you just severed their spinal cord. No mess, no fuss. It's an art form that may take a time or two to develop.
Hockeymom