i've used wire box traps and have found that just about any animal that can fit in one will go inside. just put a good bit of dried corn inside and the squirrels will be there in a flash.
you can buy the traps, but it's a lot cheaper to just go out and get some 12" square mesh. i'd say a 6"x6"x18" would be a good size for a squirrel. basically just make a 6" square tube 18" long. then put 2 hinged doors on either end. the doors should hinge at the top and be angled in. the critter can push to door to get in, but since they haven't grown thumbs yet they can't pull it open to get out.
here's kind of what it should look like but with doors on both sides
i always stake my traps down so the flopping varmint can't flip it over and open the doors.
DON'T PUT YOUR HANDS NEAR THE TRAP WITH SOMETHING IN IT!!!!!
make up a hook so you can pick up the trap safely. if you're going to release them use a wire to open the door and stande behind the trap. any dritter inside is going to be very pissed off and you don't want him attaching to your face. i would just drill a pellet into it's head or give it some swimming lessons in a 10gal bucket, but it's up to you.
you will catch more than just squirrels. i've caught woodchucks, birds, raccons, squrrels, rabbits, possum, cats (lots of cats), beaver, and tons of other stuff in traps like this. you never know what you're gonna find.
you don't really have to worry about being sneaky where you place the traps. the squrrels will find the corn and they are smart enough to figure out how to get to it.