I've got news for you: there are no insecticides you can use that will kill them AND leave any other known life forms still alive WITHOUT rendering adjacent acreage permanently uninhabitable.
No, really, I mean that. I know a guy with an orchard who sprayed with the most powerful insecticide the EPA would allow. The next morning a stroll through the orchard revealed the ground covered with seemingly dead stinkbugs. By evening, every last one of them was back up in the trees munching away as though nothing had happened.
Scottiemom's suggested trap works, but Virginia Tech tested a flock of stink bug traps and found that the best of all is a white dishpan with an inch or so of water in the bottom (aluminum pie plate also works). Put a little dishwashing liquid in the water to help insure they drown, then set a small desk lamp with a CFL bulb (regular tungsten light works, too, but not evidently an LED light) beside the tub and shining down into it, and leave it overnight. Every night. All spring and all fall. It will not work at all during the winter or the summer, btw. They said this one is about 14 times as effective as any other they'd tried.
We've been infested with the damn things now for several years, and the sticks 'n' bricks gets invaded every fall, and then they come out of hiding come warm weather in the spring. Around the house, we vacuum them up when we spot them, and dump out about a bucket full of 'em every year.
Good luck. And for all those folks around the country who don't yet have them, get ready, they are headed your way.