My mum used to take a flip flop off her foot and just shoe the poor bug good yelling "I'll shoe you good! I'll shoe you good!" because a bug had interferred with her cleaning.
I, however, put them in glasses and chuck them outside so they can scuttle away into the grass and be free, "Run, bug! Run!" But if there's a spider and it's moving too fast i just pick it up and throw it out the window, it'll live