Well, don't squish them! It will result in a gagging stench. This is what you should do to kill them:
Have a spray bottle, water, and some dish washing detergent. (Such as; Dawn, Cascade, Finish, Ajax, Joy, etc...)
What you do is:
Get the spray bottle. About half of the bottle should be filled with water. Then get the dish washing detergent and squirt some of that in the water. You should put about 5-6 squirts in. After that is done, spray the solution onto the stink bug(s) a few times and the bug will stop moving and slowly die.
Another thing to do is flush them down the toilet when you find them. Just grab them gently with tissue and drop them in the toilet. That is better than other alternatives such as mashing them or releasing them. If you release them, they will come back. They are prolific breeders and have a life expectancy of 8 years. You do not want their scent on you, since some people are allergic to it, and the scent contains pheromones which can attract more.
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Personally from experience of being squirted by one of these hideous creatures, the only way I have known to get rid of a stink bugs smell is to have a shower or bath as soon as you can and wash all clothing you were wearing at the time you got 'stunk'.
You can buy a bug spray that will kill them. You can find bug spray for pill bugs at stores like Lowe's, Home Depot, or any garden store. Once you have the bug spray, spray it all around your house or in the effected area.
Terminix and Ortho will exterminate them for you and help make sure they don't come back. You can also try various shelf products, like the following from Ortho: Ortho Flower, Fruit, and Insect Killer; Ortho RosePride Insect, Disease, and Mite Control; and Ortho Bug-B-Gon MAX Lawn & Garden Insect Killer. All of these are both safe and effective to ensure that you don't have to see - or smell - another stink bug again!
you cant get the smell away from a stink bug unless you spray it with smelling germ spray but it would still die from that any way.
all you have to do is step on it quick or get an effective bug killer and spray the bug
Any contact spray should work. If you can't find it, use some glue traps along your walls. you'll pick it up.