For us what works best are simple box traps, easy to make and very
effective for catching skunks (or cats).  From along ways away you can
see if the door is down and whether to investigate further.
By tipping the box on end you can easily tell whether it is a cat or
skunk, a cat will hang on and not tumble to the other end while a skunk
will.  And as long as the skunk can't see you there is no danger of
smell.  I put the whole trap and skunk in the vehicle and drive to where
he is to be disposed of.  Using a piece of flexible hose from the
tailpipe it is simple to put him to sleep, than dump out and finish with
the 22.  If you wait to kill him completely with exhaust he will stink,
but the idea is to just put him to sleep and use a bullet to finish the
job. Sounds a little brutal but it is really quite humane.