I have always used a .22 of some sort, generally in low-velocity Short format, and shot them in the head. Over the course of more than a quarter-century trapping, I dispatched many critters that way. The only exception would be the rare skunk that would get caught, and I'd place a high-vel HP slightly high through the shoulders. Such a shot would keep the skunk from spraying, and damage to the lungs would have it out cold in a matter of seconds.