If it's in my room, it has to be captured and released outside. If it's not in my room, then it depends. Almost all flying arthropods have to be caught and let go outside. Centipedes, spiders, and other useful predatory arthropods I generally leave alone, unless they are in an inconvenient spot or are otherwise making a nuisance of themselves, in which case I catch them and let them go outside. I have a slightly different catching procedure depending on whether or not the arthropod in question is wingéd or not. Arthropods prone to flying are captured using my designated bug-catching jar. I wait until they're on a wall, floor, table, or similar surface, then either slam or gently place the jar over them. The jar is clear so that once the jar is over them, I can see where they are inside and wait for an opportune moment to pull the jar away a little and put on the lid without them escaping. If it's a non-flying arthropod, or one that is reluctant to fly, I coax them into my designated bug-catching box. Either way, they are then released outside.