I use a weed burner attached to a 20# propane tank and dig the nest out of the ground with a pitchfork. The flame from the the weed burner keeps them securely in the hole until I can get the fork under the nest. Once it's exposed, there is a pleasing popping sound as the little devils explode due to the intense flame. Controlled demolition at it's finest!
Another thing I have found is that our neighborhood skunks just love them. Last year alone, they eliminated five underground nests in our back yard. Of course, I don't know how your neighbors would feel about you importing skunks into your neighborhood!