Here's some ideas -
http://pests.getridofthings.com/get-rid-of-crickets.htm
Even though they're a pain (crickets indoors) I still hate to use sticky traps for anything - a prolonged death is cruel. I have read somewhere an idea that combines a couple mentioned and that is to use a box with a light source in it and to keep the lights off at night - they will be attracted to the light. Only I can't remember the trick to keeping them in the box.... unless the light was in a box over another box with a hole in between so they'd fall in.... hmmmmm, can't remember.