Suck the stink bugs up using a vacuum. This will alarm the stink bugs and they will emit their odor once they're in the vacuum bag. Since there's no ventilation in the bag, the odor will linger much longer than it would in the open.
Take the vacuum cleaner outside. Remove the vacuum bag. You might want to hold your breath.
Place the vacuum bag in a trashcan or dumpster. Leave the trashcan outside.
Acquire some household pesticide, preferable in an aerosol spray can. If there's a larger infestation, a fogger will also work well.
Spray the stink bugs or release the fogger. The poison will kill them without causing alarm.
Remove the dead insects with a paper towel or other disposable napkin. Wash your hands thoroughly afterwards.