I leave it be unless it's close to my bed.
A huge one joined me under the covers once, I felt it crawling around my neck, screamed, and trapped it with one of my candles and a card. Then I turned the candle upside down and left it trapped there to think about what it had done until the morning, when I had planned to release it. Unfortunately, when I woke up, the candle had fallen down from the top of the glass and squashed it. Shame.