I guess we've been very lucky...

Squirrels are the most common here...all have run out on their own. The red ones upNorth, also.

Birds as a rule do not. But one Xmas eve hubby came in the back door at night and unbeknownst to us 2 house wrens were roosting in a bird's nest I kept in a little Tiffany holder by the back door frame (which is a closed in porch). He startled them, because we don't come in or out that way late at night. They then flew into the house all over in a frantic rush. We just shoo'd them back the way they came and out they went. Turns out they found a small hole in the screen and entered the porch that way!

We've had one bat in the bedroom which went back out the open window we prepared for it.

Chipmunks will go out also, but they take more time about it.
We've also had raccoons, and except for one who wouldn't leave the garage, they left too. The garage one I had to coax out with a turkey leg and other offerings. I made a trail along the floor and when it got out we rushed up behind it and closed the door. We had the door open while doing some work there one day and it moved in during daylight.

I really knew the frog would NOT be smart enough to find a door, so I caught him and tossed him in the lake so the cats wouldn't go back and bring him in again.

We have 2 cat doors, but they can be closed off. We just forget sometimes. In summer I leave my window open because of the heat, and that door is usually how the cats bring them in.

UpNorth this summer, our Weezie found a sparrow at 1am... so his nest on the ground was where he was roosting for the night.
We've never had them catch a bird in the night before this year!

We've had small things in the attic, so we keep a live trap. Also a sonic screaming thingey works well. We had a handyman examine all the high spots on the house this spring and he found 2 entries...and they are now closed.

The most difficult I think are the night flying squirrels. They are very difficult to get rid of.