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...
That reminds me of the time when I was growing up that we kept hearing these incredibly loud thumps and thuds on our roof. Turns out the squirrels were up in our trees chewing the pine cones off the branches so that they would all bounce off our roof.