hairspray works. Glues their little legs together.
But I would recommend tracing them back to their nest. If it's in your house, chemicals are the best way. If it's outside, draw a line with Fantastic or bleach along your doorway or wherever they're coming in. That will kill their scent trail temporarily while you nix the ones inside your house.
BEWARE: Do NOT leave the dead bodies around. They will go looking for missing patrols with little military parties and military precision. If the patrols simply go missing, then they'll assume a big bad enemy is out there. If they find dead bodies, they will arm for war. They're smart like that.
I use little ant bait traps behind my furniture and along their scent trails, and that combined with the bleach on the doorway worked just fine.