All good advice so far. Here's what I do. I like to stalk. Am not much of a sitter although that method does work well. I wear full camo, face mask, etc. (think turkey hunting) and slip through the hard woods as quietly and slowly as I can. Watch the canopy for movement, go toward barking if you hear it, but make no sudden movements.
I use a 12ga, full choke with 3 1/4, 1oz, 6 shot usually. Sometimes I use a scoped .22 if the leaves are fallen.
To skin the squirrel, I make a cut around the hind legs, cut the tail bone (not the tail!), step on the tail and pull the hind legs to zip him out of his skin. Then gut and cut off the paws. Cuts way down on the hair factor on the meat.
Good luck!
Semp