My mother told me that in order to get ladybugs out of your house without killing them, vacuum them up with a hose and then open the bag outside. They'll fly away unharmed! (She heard this tip on the news this past week). Although they are a sign of good luck, I personally like looking at them outside- not all over my house!
Yes, I have found that vacuuming is the only thorough way to get them out of the house! According to a website I found, these ladybugs are actually called the Asian Ladybug (Harmonia axyridis) and were imported into the United States by the agriculture industry to help curtail crop destroying insects. These Asians will prey on some forms of insects our natives will not touch. Unfortunately, these bugs don't like the cold weather winter brings. They chose to hibernate inside buildings, rather than under bark and leaf litter like our native Ladybugs ... The Asian bugs have no natural enemies in North America. (from http://www.backyardwildlifehabitat.info/ladybugs.htm)