marshmallows work as well, and are cheap. pre-bait if you are using a box trap.

releasing them just puts them somewhere else, and coons are good for nothing

Here in Illinois you can trap in the city limits. Call the DNR office in your region, and they will issue you a 30 day permit. Just tell them it is damaging your property. Their is no fee for it, and they will mail it to you. You have to use a live trap. You have to attatch a tag with your name, address, and telephone number, and check it every day. When you catch a coon, you cannot release it. It must be destroyed. I know all of this because I had a coon that kept getting into my garage. The best bait is a can of cat food. If you catch a cat, just let it out in the morming. And when you transport the coon to the country to kill it, make sure you take your permit with you. Hope this helps, and good luck.

I have caught alot of coons in a Hav A Hart trap just set it and throw some sardines on the pan!