At one time we thought we had only 7 or 8 of the little buggers. Dad finally decided he wasn't going to take it anymore and got out the shotgun. He got 15 out of 16 (a cat got the 16th) and they still kept coming! So unless you're going to camp out 24/7 (we probably have flying squirrels that work the night shift) even a shot gun won't do you any good.
Nah, I wouldn't bother... we don't use our backyard for much, so they're not much trouble. The only really annoying thing is listening to them land on the roof of the house (thump!) and then take off running. That is, at least since the landlord put a grate over the top of the chimney to keep them from coming down into our fireplace, they're not much trouble...