I prefer a skunk specific trap. Minn. Plasti Catch is my favorite but there are others. When you catch one in this trap, you can just put it in your truck and haul the skunk where you want. Stand the trap on end and fill it with a garden hose. Best way I've seen so far. I even have my wife pick up skunks for me and drown them. Not once have I had a problem.
I did loan one of these to a friend however and he felt sorry for the skunk and tried to release it. The skunk exited the trap, sprayed the side of the trap, then ran under his car. LOL
I've shot them in the head and the lungs and all I can say is no matter where you shoot them, get on the upwind side and remove the skunk quickly. More often than not it is going to leak and stink real bad.
Good luck