I had a squirell problem a couple years back. I found my 12 gauge with some bird shot to be very effective.
They chewed a hole in a screen in my garage to get at some feed I had in there. I was pretty po'ed about that but shortly after that I saw one sitting on the window sill looking in and I decided that was it. Shot about 13 that day. Their numbers are starting to get back up there but they aren't climbing on the house so I can live with them.