Need Help Getting Rid Of My Mouse!

So I currently have a dilemma in my home and I need help. I have a new, unwanted member of my family!

He comes in the form of a furry, little critter that we will call Jerry, as in Tom and Jerry. lol I first heard Jerry the mouse about 4 days ago in the wall. My first reaction was hell to the no how am I going to get rid of this thing? So what do I do? I immediately enlisted the help of co-workers, family and friends on how to get rid of it. Some said sticky traps, others said I would have to call a pest extermination company. I've heard about a plug-in for outlets that is supposed to just 'run him off' with a sound only mice can hear and someone even suggested I get a cat. lol 

I am currently trying sticky tape and plug-ins and so far no success. I'm beyond freaked out and am ready to move unless Jerry is caught, so I need help! If you have had this problem, what worked for you?