Just make sure that you set them free a good distance from your home, as they tend to make their way back.. at least a couple of miles, in a nice park or field somewhere..
I'm sorry I have to say this, because you're all obviously well-meaning - but don't you think that it's cruel to set a HOUSE MOUSE free in a park or field? House mice and field mice are two different animals. One lives in a field or park, the other lives in houses and barns. If you have House Mice, and don't want a re-infestation then just kill it quickly and mercifully, but fer gawd's sake don't set it free in a place that is so different to it's natural habitat... that's ridiculous. *mutters* Animal rights my arse
And don't forget those fluffy little creatures with the big eyes and the cute ears that come into your kitchen and scamper around playfully also PISS and SHIT everywhere. Yum.