Stink bugs need a warm place to hibernate through the winter just like lady bugs. The first thing to do to get rid of them in the fall is to stop them from coming in. Our problem was our air conditioners - the window kind. We ended up taping them up with clear tape.
Others have to seal up all major entry points like windows, door frames, exhaust areas and inset lights. Seal with caulk, foam, or tape.
Stink bugs like light as well so have curtains up and keep them closed at night.
If they manage to get in you can put them back outside after you carefully catch them. Some people flush them. If you get a large amount in one place though you cannot do this so we got out the vaccuum cleaner and sucked them up. My vacuum stunk though and you waste bags because you have to take the bag outside somewhere where the bugs won't try to come back into your house.
I found this video on You Tube that I thought was good at explaining what to do.