A (large) piece of paper scooted underneath them works for most, if they're near enough to a door or window to carry them outside.

A jar or plastic container over them, and a piece of cardboard slid underneath to close it, works for many more.

The ones that are so shy that I can't get near enough to catch them, are so shy that they will never get near enough to bite me. And a few spiders in the house help keep the insects down

I was raised believing it's bad luck to kill a spider. I have no compunction about mosquitoes or cockroaches but I don't like to kill anything that isn't threatening me or my home.